+200.5%
USO vs ALHC
-30.5%
+231.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +3.6% | -1.0% | +4.5% | +3.6% |
| 30D | +23.8% | -6.3% | +30.1% | +23.7% |
| 3M | +8.1% | -12.3% | +20.4% | +8.0% |
| 6M | +34.3% | -27.0% | +61.3% | +34.2% |
| YTD | +111.1% | -31.8% | +143.0% | +110.9% |
| 1Y | +99.9% | -17.0% | +116.9% | +99.6% |
| 3Y | +86.5% | +159.8% | -73.3% | +84.5% |
| 5Y | +200.5% | -25.1% | +225.7% | +217.1% |
| All | +200.5% | -30.5% | +231.0% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling