+187.6%
USO vs HTZ
-93.2%
+280.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | -1.9% | -8.5% | +6.6% | -1.8% |
| 30D | -5.2% | -18.9% | +13.7% | -5.0% |
| 3M | +16.4% | -36.0% | +52.5% | +17.2% |
| 6M | +2.5% | -74.6% | +77.1% | +5.4% |
| YTD | +110.5% | -70.8% | +181.3% | +114.1% |
| 1Y | +108.4% | -75.3% | +183.7% | +113.5% |
| 3Y | +99.6% | -81.6% | +181.2% | +98.3% |
| 5Y | +160.1% | -94.4% | +254.5% | +181.6% |
| All | +187.6% | -93.2% | +280.8% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling