-54.7%
USO vs HCA
+1,721.2%
-1,775.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.8% |
| 7D | +6.2% | +4.9% | +1.3% | +5.3% |
| 30D | +19.1% | +1.9% | +17.2% | +18.6% |
| 3M | +14.2% | +12.7% | +1.5% | +11.0% |
| 6M | +43.7% | -22.3% | +66.1% | +49.6% |
| YTD | +116.8% | -9.3% | +126.2% | +118.0% |
| 1Y | +104.3% | +2.7% | +101.6% | +99.4% |
| 3Y | +91.5% | +57.8% | +33.7% | +66.7% |
| 5Y | +214.1% | +70.3% | +143.7% | +161.9% |
| 10Y | +77.0% | +499.7% | -422.6% | +7.8% |
| All | -54.7% | +1,721.2% | -1,775.9% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling