+102.2%
USO vs ALHC
-51.4%
+153.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.1% | -18.2% | -7.3% |
| 7D | -12.7% | -0.5% | -12.2% | -12.5% |
| 30D | +1.0% | -4.2% | +5.2% | +1.0% |
| 3M | +25.6% | -39.8% | +65.4% | +21.8% |
| 6M | -1.5% | -57.7% | +56.2% | -5.5% |
| YTD | +110.3% | -58.8% | +169.0% | +103.1% |
| 1Y | +102.2% | -52.4% | +154.5% | +98.3% |
| All | +102.2% | -51.4% | +153.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling