-73.9%
USO vs HDB
+859.7%
-933.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | +0.4% | +9.0% | +9.4% |
| 30D | +23.6% | -2.8% | +26.4% | +24.1% |
| 3M | +3.8% | -3.5% | +7.4% | +4.0% |
| 6M | +55.0% | -24.7% | +79.8% | +61.5% |
| YTD | +105.3% | -36.6% | +141.8% | +120.9% |
| 1Y | +91.4% | -34.4% | +125.7% | +104.4% |
| 3Y | +84.6% | -24.4% | +108.9% | +88.4% |
| 5Y | +191.7% | -35.4% | +227.1% | +202.6% |
| 10Y | +73.3% | +39.5% | +33.7% | +45.1% |
| All | -73.9% | +859.7% | -933.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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