-73.2%
USO vs HRB
+328.2%
-401.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.3% | +3.7% |
| 7D | +3.6% | -9.1% | +12.6% | +4.7% |
| 30D | +23.8% | +0.3% | +23.5% | +23.3% |
| 3M | +8.1% | +23.4% | -15.3% | +4.6% |
| 6M | +34.3% | +45.1% | -10.9% | +26.8% |
| YTD | +111.1% | +8.9% | +102.3% | +106.3% |
| 1Y | +99.9% | -7.9% | +107.8% | +99.2% |
| 3Y | +86.5% | +27.9% | +58.6% | +75.3% |
| 5Y | +200.5% | +108.3% | +92.2% | +159.3% |
| 10Y | +66.5% | +208.4% | -141.9% | +30.1% |
| All | -73.2% | +328.2% | -401.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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