-73.9%
USO vs HAS
+734.0%
-807.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.5% | -1.8% | +11.3% | +9.8% |
| 30D | +23.6% | +2.3% | +21.3% | +23.0% |
| 3M | +3.8% | +10.4% | -6.5% | +1.6% |
| 6M | +55.0% | -3.2% | +58.3% | +54.6% |
| YTD | +105.3% | +15.4% | +89.9% | +97.4% |
| 1Y | +91.4% | +18.8% | +72.6% | +82.7% |
| 3Y | +84.6% | +43.9% | +40.6% | +66.1% |
| 5Y | +191.7% | +13.9% | +177.8% | +170.2% |
| 10Y | +73.3% | +56.4% | +16.9% | +39.2% |
| All | -73.9% | +734.0% | -807.9% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling