+82.0%
USO vs HUBB
+446.9%
-364.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.6% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +21.7% | -10.0% | +31.6% | +24.5% |
| 3M | +20.2% | -1.6% | +21.8% | +19.6% |
| 6M | +43.4% | -3.1% | +46.4% | +41.8% |
| YTD | +124.0% | +4.6% | +119.4% | +115.4% |
| 1Y | +112.2% | +3.3% | +108.8% | +103.9% |
| 3Y | +97.7% | +46.6% | +51.1% | +63.0% |
| 5Y | +217.4% | +158.7% | +58.7% | +101.2% |
| All | +82.0% | +446.9% | -364.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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