+97.7%
USO vs HUM
-9.4%
+107.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.1% |
| 7D | +9.1% | +2.1% | +7.1% | +9.2% |
| 30D | +21.7% | +5.4% | +16.3% | +21.9% |
| 3M | +20.2% | +11.4% | +8.8% | +20.9% |
| 6M | +43.4% | +141.5% | -98.1% | +51.1% |
| YTD | +124.0% | +61.2% | +62.8% | +130.8% |
| 1Y | +112.2% | +49.2% | +63.0% | +117.8% |
| 3Y | +97.7% | -9.0% | +106.7% | +84.9% |
| All | +97.7% | -9.4% | +107.0% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling