+179.4%
USO vs HTZ
-93.2%
+272.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.1% | -0.7% |
| 7D | -10.6% | -27.5% | +17.0% | -10.1% |
| 30D | -4.6% | -21.9% | +17.3% | -4.3% |
| 3M | +12.3% | -29.2% | +41.6% | +12.7% |
| 6M | +5.9% | -75.2% | +81.1% | +9.0% |
| YTD | +104.5% | -70.8% | +175.3% | +108.0% |
| 1Y | +97.3% | -76.1% | +173.5% | +102.5% |
| 3Y | +97.0% | -82.5% | +179.6% | +96.7% |
| 5Y | +151.2% | -94.1% | +245.2% | +170.6% |
| All | +179.4% | -93.2% | +272.6% | +195.2% |
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