+240.6%
USO vs ALHC
-59.7%
+300.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -0.8% |
| 7D | -10.6% | +3.8% | -14.4% | -10.5% |
| 30D | -4.6% | +1.7% | -6.2% | -4.5% |
| 3M | +12.3% | -44.3% | +56.7% | +11.7% |
| 6M | +5.9% | -57.2% | +63.1% | +5.2% |
| YTD | +104.5% | -61.2% | +165.7% | +103.3% |
| 1Y | +97.3% | -53.2% | +150.5% | +96.0% |
| 3Y | +97.0% | +27.8% | +69.2% | +94.6% |
| 5Y | +151.2% | -65.4% | +216.5% | +153.9% |
| All | +240.6% | -59.7% | +300.3% | +242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling