+86.5%
USO vs HUT
+772.7%
-686.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +2.9% |
| 7D | +3.6% | +28.3% | -24.7% | +3.6% |
| 30D | +23.8% | +12.3% | +11.5% | +23.8% |
| 3M | +8.1% | -16.8% | +24.9% | +8.1% |
| 6M | +34.3% | +111.4% | -77.1% | +33.7% |
| YTD | +111.1% | +116.6% | -5.4% | +109.3% |
| 1Y | +99.9% | +290.5% | -190.5% | +94.1% |
| 3Y | +86.5% | +792.3% | -705.8% | +74.4% |
| All | +86.5% | +772.7% | -686.2% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling