+82.1%
USO vs HST
+67.0%
+15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | -1.0% | +10.5% | +9.4% |
| 30D | +23.6% | -12.3% | +35.8% | +23.1% |
| 3M | +3.8% | -6.4% | +10.2% | +3.5% |
| 6M | +55.0% | +15.0% | +40.0% | +54.2% |
| YTD | +105.3% | +30.5% | +74.8% | +100.2% |
| 1Y | +91.4% | +35.7% | +55.7% | +85.3% |
| All | +82.1% | +67.0% | +15.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling