+256.9%
HL vs USO
+86.2%
+170.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -4.4% | +9.1% | -13.5% | -6.5% |
| 30D | +9.3% | +21.7% | -12.4% | +3.7% |
| 3M | +32.0% | +20.2% | +11.7% | +24.3% |
| 6M | -6.4% | +43.4% | -49.8% | -19.3% |
| YTD | +3.1% | +124.0% | -120.8% | -23.9% |
| 1Y | +77.6% | +112.2% | -34.6% | +32.8% |
| 3Y | +392.8% | +97.7% | +295.2% | +269.9% |
| 5Y | +234.1% | +217.4% | +16.7% | +110.7% |
| All | +256.9% | +86.2% | +170.7% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling