+677.7%
HPE vs USO
+22.4%
+655.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.9% | +7.2% |
| 7D | +10.1% | +3.6% | +6.6% | +9.5% |
| 30D | +5.3% | +23.8% | -18.5% | +0.9% |
| 3M | +12.7% | +8.1% | +4.6% | +10.1% |
| 6M | +167.7% | +34.3% | +133.4% | +145.7% |
| YTD | +135.5% | +111.1% | +24.3% | +94.0% |
| 1Y | +143.4% | +99.9% | +43.5% | +102.7% |
| 3Y | +249.2% | +86.5% | +162.7% | +190.3% |
| 5Y | +343.8% | +200.5% | +143.3% | +217.2% |
| 10Y | +495.9% | +66.5% | +429.3% | +353.6% |
| All | +677.7% | +22.4% | +655.2% | +527.0% |
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