+160.0%
USO vs HTZ
-95.4%
+255.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.3% |
| 7D | -12.1% | -14.6% | +2.5% | -12.0% |
| 30D | +3.1% | -20.8% | +23.9% | +3.4% |
| 3M | +24.9% | -18.8% | +43.7% | +24.8% |
| 6M | +10.8% | -74.7% | +85.5% | +13.7% |
| YTD | +114.6% | -68.1% | +182.7% | +117.4% |
| 1Y | +109.4% | -73.5% | +182.9% | +113.7% |
| 3Y | +98.1% | -81.8% | +179.9% | +98.4% |
| All | +160.0% | -95.4% | +255.4% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling