-43.4%
USO vs HLT
+641.9%
-685.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +11.5% | -2.6% | +14.0% | +12.0% |
| 30D | +24.1% | -2.6% | +26.7% | +24.6% |
| 3M | +17.9% | -9.4% | +27.3% | +19.8% |
| 6M | +49.6% | +2.7% | +46.9% | +46.8% |
| YTD | +129.0% | +6.8% | +122.2% | +121.9% |
| 1Y | +112.0% | +12.4% | +99.6% | +102.4% |
| 3Y | +102.3% | +100.2% | +2.1% | +64.3% |
| 5Y | +224.5% | +143.7% | +80.8% | +142.9% |
| 10Y | +86.9% | +584.9% | -497.9% | +3.8% |
| All | -43.4% | +641.9% | -685.3% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling