+85.0%
USO vs HAS
+99.1%
-14.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.5% |
| 7D | -1.4% | +1.6% | -3.1% | -1.6% |
| 30D | -4.6% | +26.6% | -31.2% | -7.1% |
| 3M | +14.7% | +29.0% | -14.2% | +11.4% |
| 6M | +1.2% | +30.6% | -29.3% | -2.0% |
| YTD | +111.2% | +51.5% | +59.7% | +99.5% |
| 1Y | +109.3% | +58.5% | +50.8% | +96.4% |
| 3Y | +103.5% | +214.1% | -110.6% | +70.6% |
| 5Y | +160.9% | +50.2% | +110.7% | +139.8% |
| All | +85.0% | +99.1% | -14.1% | +58.2% |
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