-74.0%
USO vs HST
+162.6%
-236.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -6.3% | +13.4% | -19.7% | -8.9% |
| 3M | +10.9% | +16.7% | -5.8% | +7.1% |
| 6M | +2.0% | +24.0% | -22.0% | -3.2% |
| YTD | +104.6% | +54.0% | +50.6% | +83.8% |
| 1Y | +94.5% | +55.0% | +39.5% | +74.3% |
| 3Y | +97.1% | +89.3% | +7.7% | +66.6% |
| 5Y | +151.6% | +85.4% | +66.2% | +108.6% |
| 10Y | +81.0% | +137.1% | -56.1% | +35.6% |
| All | -74.0% | +162.6% | -236.6% | -85.5% |
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