-73.9%
USO vs HAL
+29.9%
-103.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +9.5% | +2.9% | +6.5% | +7.9% |
| 30D | +23.6% | +17.0% | +6.5% | +14.6% |
| 3M | +3.8% | -9.7% | +13.5% | +9.0% |
| 6M | +55.0% | +8.6% | +46.4% | +49.0% |
| YTD | +105.3% | +33.0% | +72.3% | +78.3% |
| 1Y | +91.4% | +68.3% | +23.1% | +47.4% |
| 3Y | +84.6% | +0.1% | +84.4% | +77.7% |
| 5Y | +191.7% | +102.6% | +89.1% | +93.5% |
| 10Y | +73.3% | +3.8% | +69.5% | +33.8% |
| All | -73.9% | +29.9% | -103.8% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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