+49.8%
USO vs HUT
+221.4%
-171.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.2% |
| 7D | -1.9% | +9.3% | -11.3% | -2.2% |
| 30D | -5.2% | -23.1% | +17.9% | -4.8% |
| 3M | +16.4% | -30.6% | +47.0% | +17.0% |
| 6M | +2.5% | -46.9% | +49.3% | +3.4% |
| YTD | +110.5% | +25.3% | +85.2% | +104.9% |
| 1Y | +108.4% | +59.8% | +48.6% | +100.6% |
| 3Y | +99.6% | +467.2% | -367.5% | +76.4% |
| 5Y | +160.1% | -24.6% | +184.7% | +139.0% |
| All | +49.8% | +221.4% | -171.7% | +7.4% |
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