+102.2%
USO vs HIG
+12.7%
+89.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.4% | -7.4% |
| 7D | -12.7% | +6.2% | -18.9% | -11.4% |
| 30D | +1.0% | +9.4% | -8.4% | +3.2% |
| 3M | +25.6% | -2.3% | +27.9% | +24.3% |
| 6M | -1.5% | +4.2% | -5.6% | +0.7% |
| YTD | +110.3% | +1.6% | +108.7% | +113.3% |
| 1Y | +102.2% | +9.9% | +92.3% | +111.9% |
| All | +102.2% | +12.7% | +89.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling