+213.1%
USO vs HCA
+71.9%
+141.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | +5.4% | +3.7% | +9.1% |
| 30D | +21.7% | +3.0% | +18.7% | +21.7% |
| 3M | +20.2% | +13.0% | +7.2% | +20.1% |
| 6M | +43.4% | -20.3% | +63.6% | +45.3% |
| YTD | +124.0% | -8.2% | +132.2% | +124.5% |
| 1Y | +112.2% | +6.7% | +105.5% | +110.0% |
| 3Y | +97.7% | +60.4% | +37.3% | +85.0% |
| All | +213.1% | +71.9% | +141.1% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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