+82.0%
USO vs HIG
+313.7%
-231.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.1% | -1.5% | +10.6% | +9.5% |
| 30D | +21.7% | -0.4% | +22.0% | +21.7% |
| 3M | +20.2% | +6.7% | +13.6% | +17.8% |
| 6M | +43.4% | +2.0% | +41.4% | +41.8% |
| YTD | +124.0% | +0.3% | +123.7% | +122.2% |
| 1Y | +112.2% | +4.2% | +108.0% | +107.7% |
| 3Y | +97.7% | +102.2% | -4.6% | +53.7% |
| 5Y | +217.4% | +118.5% | +98.9% | +137.2% |
| All | +82.0% | +313.7% | -231.7% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling