+73.5%
USO vs HAS
+106.1%
-32.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.1% |
| 7D | -9.1% | +2.2% | -11.2% | -9.3% |
| 30D | -3.7% | +29.6% | -33.3% | -6.5% |
| 3M | +20.9% | +30.3% | -9.3% | +17.3% |
| 6M | +6.8% | +25.6% | -18.8% | +3.9% |
| YTD | +106.3% | +50.8% | +55.5% | +95.0% |
| 1Y | +100.2% | +63.0% | +37.2% | +87.1% |
| 3Y | +103.1% | +211.6% | -108.5% | +70.5% |
| 5Y | +146.1% | +50.4% | +95.7% | +126.1% |
| 10Y | +73.5% | +101.9% | -28.4% | +56.6% |
| All | +73.5% | +106.1% | -32.6% | +56.6% |
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