+91.4%
USO vs HIG
+101.4%
-10.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +6.2% | -0.5% | +6.7% | +6.2% |
| 30D | +19.1% | -2.8% | +21.9% | +18.9% |
| 3M | +14.2% | +6.3% | +7.9% | +14.8% |
| 6M | +43.7% | -0.1% | +43.8% | +44.3% |
| YTD | +116.8% | +0.4% | +116.4% | +117.5% |
| 1Y | +104.3% | +6.2% | +98.1% | +104.8% |
| All | +91.4% | +101.4% | -10.1% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling