+112.0%
USO vs FHN
+11.4%
+100.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.9% |
| 7D | +11.5% | -0.8% | +12.3% | +11.1% |
| 30D | +24.1% | -2.6% | +26.7% | +22.9% |
| 3M | +17.9% | +0.8% | +17.1% | +18.5% |
| 6M | +49.6% | +9.2% | +40.4% | +55.1% |
| YTD | +129.0% | +5.1% | +123.9% | +136.7% |
| 1Y | +112.0% | +12.2% | +99.8% | +120.6% |
| All | +112.0% | +11.4% | +100.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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