+103.1%
USO vs ALHC
+16.3%
+86.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.9% |
| 7D | -9.1% | +3.9% | -12.9% | -8.9% |
| 30D | -3.7% | -3.6% | -0.1% | -3.8% |
| 3M | +20.9% | -49.4% | +70.3% | +18.4% |
| 6M | +6.8% | -59.5% | +66.2% | +4.3% |
| YTD | +106.3% | -63.2% | +169.5% | +101.5% |
| 1Y | +100.2% | -55.5% | +155.7% | +96.0% |
| 3Y | +103.1% | +23.0% | +80.1% | +111.2% |
| All | +103.1% | +16.3% | +86.8% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling