-73.9%
USO vs HST
+122.6%
-196.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | -1.0% | +10.5% | +9.7% |
| 30D | +23.6% | -12.3% | +35.8% | +26.7% |
| 3M | +3.8% | -6.4% | +10.2% | +4.8% |
| 6M | +55.0% | +15.0% | +40.0% | +48.7% |
| YTD | +105.3% | +30.5% | +74.8% | +91.3% |
| 1Y | +91.4% | +35.7% | +55.7% | +76.5% |
| 3Y | +84.6% | +68.4% | +16.2% | +59.7% |
| 5Y | +191.7% | +73.1% | +118.6% | +145.3% |
| 10Y | +73.3% | +92.7% | -19.4% | +35.7% |
| All | -73.9% | +122.6% | -196.5% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling