+99.6%
USO vs HSY
-0.5%
+100.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.9% | -2.1% | +0.2% | -2.2% |
| 30D | -5.2% | +6.1% | -11.3% | -4.2% |
| 3M | +16.4% | -5.6% | +22.1% | +15.7% |
| 6M | +2.5% | -9.5% | +12.0% | +2.0% |
| YTD | +110.5% | -2.1% | +112.6% | +110.3% |
| 1Y | +108.4% | +0.8% | +107.6% | +108.7% |
| 3Y | +99.6% | -2.1% | +101.8% | +96.9% |
| All | +99.6% | -0.5% | +100.1% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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