+398.8%
HL vs USO
+100.7%
+298.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.6% | -9.6% | -4.0% |
| 7D | -5.6% | +11.5% | -17.1% | -5.8% |
| 30D | +12.7% | +24.1% | -11.4% | +12.3% |
| 3M | +42.5% | +17.9% | +24.6% | +42.6% |
| 6M | -9.0% | +49.6% | -58.6% | -14.3% |
| YTD | +4.4% | +129.0% | -124.6% | -13.7% |
| 1Y | +82.7% | +112.0% | -29.3% | +54.2% |
| All | +398.8% | +100.7% | +298.1% | +317.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling