I needed the same thing and after a bit of googling found a couple of plausible options:
- Acasis H027 Mobile Tablet PC Charging Cable OTG Micro USB HUB 3Ports Simultaneous Charging Power Transmisson Cable Black - looks no name, and there are similar producs on AliExpress. relevant links: this youtube video, this forum post
- Dell Micro USB Dongle for Data and Charging - more expensive and less ports, but hopefully more reliable brand
Additionally, if you're interested on the electronics side of it, this electornics stackexchange post looks very interesting. Slightly off topic, this PoE Android project looks interesting too.
Update The Dell Dongle arrived today and I tested it. It works but I found one minor caveat: the dongle needs to connected first, then power (microUSB), then the USB device. I didn't have success with a difference connection sequence. (I tested on a Nexus 7 tablet on Android 6.0.1 and a Lenovo smartphone running Android 4.2.1 using devices such as usb hub + usb stick + usb keyboard/mouse + usb to ethernet)
Update2 The Acasis OTG Micro USB HUB arrived today. While the Dell Dongle doesn't power the Android device every single time (unplugging/replugging required), the Acasis one surprisingly does. The only catch is it's switch needs to be set to position 3 (otherwise it powers the tabled but doesn't use the attached USB devices). It's also nicer that it provides 3 USB ports instead of 1 and it's cheaper.