+77.0%
USO vs HAS
+54.3%
+22.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | +6.2% | -4.8% | +11.1% | +6.8% |
| 30D | +19.1% | -5.1% | +24.2% | +19.7% |
| 3M | +14.2% | +6.4% | +7.8% | +13.1% |
| 6M | +43.7% | -5.6% | +49.4% | +43.9% |
| YTD | +116.8% | +11.0% | +105.9% | +112.1% |
| 1Y | +104.3% | +16.8% | +87.6% | +98.3% |
| 3Y | +91.5% | +44.0% | +47.5% | +77.8% |
| 5Y | +214.1% | +11.0% | +203.1% | +198.2% |
| 10Y | +77.0% | +56.0% | +21.0% | +63.7% |
| All | +77.0% | +54.3% | +22.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling