+239.2%
HL vs USO
-73.3%
+312.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -2.4% |
| 7D | +7.1% | +3.6% | +3.5% | +5.3% |
| 30D | +21.4% | +23.8% | -2.3% | +9.5% |
| 3M | +37.4% | +8.1% | +29.4% | +28.8% |
| 6M | +0.4% | +34.3% | -33.9% | -20.4% |
| YTD | +6.7% | +111.1% | -104.5% | -34.2% |
| 1Y | +102.4% | +99.9% | +2.4% | +27.5% |
| 3Y | +417.4% | +86.5% | +330.9% | +224.9% |
| 5Y | +243.3% | +200.5% | +42.8% | +56.5% |
| 10Y | +242.6% | +66.5% | +176.0% | +79.0% |
| All | +239.2% | -73.3% | +312.4% | +686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling