+261.1%
USO vs ALHC
-31.6%
+292.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.7% |
| 7D | +6.2% | -4.1% | +10.4% | +6.2% |
| 30D | +19.1% | -5.4% | +24.5% | +19.0% |
| 3M | +14.2% | -32.1% | +46.4% | +13.8% |
| 6M | +43.7% | -28.5% | +72.2% | +43.6% |
| YTD | +116.8% | -34.0% | +150.9% | +116.6% |
| 1Y | +104.3% | -20.9% | +125.3% | +104.0% |
| 3Y | +91.5% | +151.5% | -60.0% | +89.2% |
| 5Y | +214.1% | -28.8% | +242.9% | +219.6% |
| All | +261.1% | -31.6% | +292.7% | +265.3% |
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 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