-30.7%
USO vs HBM
+613.3%
-644.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +9.5% | -6.4% | +15.8% | +10.8% |
| 30D | +23.6% | +5.9% | +17.7% | +21.8% |
| 3M | +3.8% | -8.9% | +12.7% | +4.2% |
| 6M | +55.0% | +10.7% | +44.4% | +45.8% |
| YTD | +105.3% | +38.3% | +67.0% | +81.9% |
| 1Y | +91.4% | +121.3% | -30.0% | +51.1% |
| 3Y | +84.6% | +450.6% | -366.0% | +12.3% |
| 5Y | +191.7% | +338.0% | -146.3% | +76.5% |
| 10Y | +73.3% | +578.6% | -505.3% | -23.0% |
| All | -30.7% | +613.3% | -644.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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