+77.0%
USO vs HST
+101.1%
-24.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +6.2% | -0.3% | +6.6% | +6.3% |
| 30D | +19.1% | -2.8% | +21.9% | +19.7% |
| 3M | +14.2% | -6.5% | +20.7% | +15.4% |
| 6M | +43.7% | +20.7% | +23.0% | +36.2% |
| YTD | +116.8% | +30.5% | +86.4% | +101.0% |
| 1Y | +104.3% | +36.8% | +67.6% | +86.8% |
| 3Y | +91.5% | +65.9% | +25.6% | +63.5% |
| 5Y | +214.1% | +73.9% | +140.2% | +156.2% |
| 10Y | +77.0% | +107.0% | -30.0% | +41.1% |
| All | +77.0% | +101.1% | -24.1% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling