+82.0%
USO vs HLT
+590.2%
-508.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.4% |
| 30D | +21.7% | -5.0% | +26.7% | +22.6% |
| 3M | +20.2% | -10.4% | +30.6% | +22.2% |
| 6M | +43.4% | +3.2% | +40.1% | +40.7% |
| YTD | +124.0% | +6.7% | +117.2% | +117.5% |
| 1Y | +112.2% | +10.3% | +101.9% | +104.2% |
| 3Y | +97.7% | +99.3% | -1.7% | +62.6% |
| 5Y | +217.4% | +143.7% | +73.7% | +140.9% |
| All | +82.0% | +590.2% | -508.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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