+54.3%
USO vs HUT
+435.6%
-381.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +2.8% |
| 7D | +6.2% | +18.9% | -12.6% | +5.7% |
| 30D | +19.1% | +12.0% | +7.1% | +18.6% |
| 3M | +14.2% | -14.9% | +29.1% | +14.3% |
| 6M | +43.7% | +96.8% | -53.1% | +39.5% |
| YTD | +116.8% | +108.8% | +8.1% | +109.1% |
| 1Y | +104.3% | +227.4% | -123.0% | +92.6% |
| 3Y | +91.5% | +760.3% | -668.7% | +67.9% |
| 5Y | +214.1% | +86.1% | +128.0% | +179.9% |
| All | +54.3% | +435.6% | -381.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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