-73.2%
USO vs HUBB
+1,362.9%
-1,436.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +3.6% | +4.8% | -1.3% | +2.0% |
| 30D | +23.8% | -9.3% | +33.1% | +27.4% |
| 3M | +8.1% | -3.9% | +11.9% | +8.2% |
| 6M | +34.3% | -0.8% | +35.1% | +31.3% |
| YTD | +111.1% | +5.6% | +105.6% | +100.9% |
| 1Y | +99.9% | +7.7% | +92.2% | +87.8% |
| 3Y | +86.5% | +47.5% | +39.0% | +49.6% |
| 5Y | +200.5% | +153.7% | +46.9% | +87.2% |
| 10Y | +66.5% | +433.0% | -366.5% | -26.3% |
| All | -73.2% | +1,362.9% | -1,436.1% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling