+102.2%
USO vs HST
+76.4%
+25.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.3% | -7.3% |
| 7D | -12.7% | +3.3% | -16.0% | -11.0% |
| 30D | +1.0% | +16.4% | -15.4% | +10.1% |
| 3M | +25.6% | +5.5% | +20.1% | +29.6% |
| 6M | -1.5% | +31.1% | -32.6% | +17.5% |
| YTD | +110.3% | +55.9% | +54.3% | +163.0% |
| 1Y | +102.2% | +75.6% | +26.5% | +156.6% |
| All | +102.2% | +76.4% | +25.8% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling