+82.0%
USO vs HUBS
+323.9%
-241.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +9.1% | -9.0% | +18.1% | +9.8% |
| 30D | +21.7% | +7.2% | +14.4% | +20.8% |
| 3M | +20.2% | +20.9% | -0.6% | +17.5% |
| 6M | +43.4% | -13.0% | +56.4% | +42.8% |
| YTD | +124.0% | -43.8% | +167.8% | +130.6% |
| 1Y | +112.2% | -54.6% | +166.8% | +122.1% |
| 3Y | +97.7% | -58.5% | +156.1% | +105.6% |
| 5Y | +217.4% | -66.4% | +283.8% | +228.0% |
| All | +82.0% | +323.9% | -241.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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