+195.5%
USO vs HAS
+13.4%
+182.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +9.5% | -1.8% | +11.3% | +9.5% |
| 30D | +23.6% | +2.3% | +21.3% | +23.4% |
| 3M | +3.8% | +10.4% | -6.5% | +3.1% |
| 6M | +55.0% | -3.2% | +58.3% | +55.2% |
| YTD | +105.3% | +15.4% | +89.9% | +101.8% |
| 1Y | +91.4% | +18.8% | +72.6% | +87.4% |
| 3Y | +84.6% | +43.9% | +40.6% | +74.7% |
| All | +195.5% | +13.4% | +182.1% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling