+228.7%
HL vs USO
+213.6%
+15.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -4.4% | +9.1% | -13.5% | -5.9% |
| 30D | +9.3% | +21.7% | -12.4% | +5.4% |
| 3M | +32.0% | +20.2% | +11.7% | +26.8% |
| 6M | -6.4% | +43.4% | -49.8% | -17.5% |
| YTD | +3.1% | +124.0% | -120.8% | -23.2% |
| 1Y | +77.6% | +112.2% | -34.6% | +34.3% |
| 3Y | +392.8% | +97.7% | +295.2% | +273.2% |
| All | +228.7% | +213.6% | +15.1% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling