+151.8%
HYG vs USO
-60.7%
+212.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -0.9% |
| 7D | -0.7% | +11.5% | -12.2% | -1.6% |
| 30D | -0.6% | +24.1% | -24.7% | -2.3% |
| 3M | +0.4% | +17.9% | -17.5% | -1.2% |
| 6M | +1.2% | +49.6% | -48.4% | -2.9% |
| YTD | +1.5% | +129.0% | -127.5% | -6.5% |
| 1Y | +3.2% | +112.0% | -108.8% | -4.4% |
| 3Y | +25.9% | +102.3% | -76.4% | +16.2% |
| 5Y | +18.6% | +224.5% | -206.0% | +2.7% |
| 10Y | +55.8% | +86.9% | -31.2% | +37.6% |
| All | +151.8% | -60.7% | +212.5% | +172.5% |
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