-73.2%
USO vs FHN
+0.9%
-74.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -4.6% | +2.8% | -7.4% | -5.1% |
| 3M | +14.7% | -8.9% | +23.7% | +16.4% |
| 6M | +1.2% | -0.7% | +1.9% | +0.9% |
| YTD | +111.2% | +0.1% | +111.1% | +109.2% |
| 1Y | +109.3% | +10.4% | +98.9% | +103.6% |
| 3Y | +103.5% | +128.8% | -25.3% | +70.6% |
| 5Y | +160.9% | +61.5% | +99.5% | +124.8% |
| 10Y | +86.9% | +83.0% | +3.8% | +49.5% |
| All | -73.2% | +0.9% | -74.0% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling