+200.5%
USO vs HST
+72.4%
+128.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | +23.8% | -5.2% | +29.0% | +24.4% |
| 3M | +8.1% | -6.2% | +14.3% | +8.5% |
| 6M | +34.3% | +20.4% | +13.8% | +29.9% |
| YTD | +111.1% | +30.6% | +80.5% | +100.7% |
| 1Y | +99.9% | +37.4% | +62.6% | +88.0% |
| 3Y | +86.5% | +66.1% | +20.4% | +65.8% |
| 5Y | +200.5% | +73.7% | +126.8% | +154.9% |
| All | +200.5% | +72.4% | +128.1% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling