+563.1%
HPE vs USO
+86.2%
+476.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.2% | +14.6% | +12.8% |
| 7D | +19.4% | +9.1% | +10.3% | +17.5% |
| 30D | +5.6% | +21.7% | -16.1% | +1.8% |
| 3M | +33.1% | +20.2% | +12.8% | +27.7% |
| 6M | +192.5% | +43.4% | +149.1% | +166.7% |
| YTD | +160.9% | +124.0% | +36.9% | +115.1% |
| 1Y | +155.0% | +112.2% | +42.8% | +112.3% |
| 3Y | +289.4% | +97.7% | +191.8% | +223.8% |
| 5Y | +395.7% | +217.4% | +178.2% | +257.9% |
| All | +563.1% | +86.2% | +476.9% | +410.9% |
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