-73.8%
USO vs HAS
+989.9%
-1,063.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.2% |
| 7D | -9.1% | +2.2% | -11.2% | -9.5% |
| 30D | -3.7% | +29.6% | -33.3% | -8.1% |
| 3M | +20.9% | +30.3% | -9.3% | +15.1% |
| 6M | +6.8% | +25.6% | -18.8% | +2.0% |
| YTD | +106.3% | +50.8% | +55.5% | +89.0% |
| 1Y | +100.2% | +63.0% | +37.2% | +80.5% |
| 3Y | +103.1% | +211.6% | -108.5% | +57.5% |
| 5Y | +146.1% | +50.4% | +95.7% | +116.9% |
| 10Y | +73.5% | +101.9% | -28.4% | +33.3% |
| All | -73.8% | +989.9% | -1,063.7% | -85.4% |
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