+97.7%
USO vs HLT
+99.0%
-1.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +8.7% |
| 30D | +21.7% | -5.0% | +26.7% | +20.4% |
| 3M | +20.2% | -10.4% | +30.6% | +17.9% |
| 6M | +43.4% | +3.2% | +40.1% | +43.5% |
| YTD | +124.0% | +6.7% | +117.2% | +123.0% |
| 1Y | +112.2% | +10.3% | +101.9% | +110.7% |
| 3Y | +97.7% | +99.3% | -1.7% | +107.5% |
| All | +97.7% | +99.0% | -1.3% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling