-70.9%
USO vs HIG
+161.2%
-232.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +11.5% | -2.3% | +13.8% | +11.8% |
| 30D | +24.1% | -1.2% | +25.3% | +24.3% |
| 3M | +17.9% | +6.3% | +11.6% | +17.0% |
| 6M | +49.6% | +0.6% | +49.0% | +49.2% |
| YTD | +129.0% | +0.6% | +128.4% | +128.2% |
| 1Y | +112.0% | +6.1% | +105.9% | +109.8% |
| 3Y | +102.3% | +102.0% | +0.3% | +84.4% |
| 5Y | +224.5% | +119.2% | +105.3% | +192.0% |
| 10Y | +86.9% | +312.5% | -225.5% | +54.2% |
| All | -70.9% | +161.2% | -232.1% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling