+46.0%
USO vs HUT
+422.3%
-376.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.3% |
| 7D | +9.5% | +17.8% | -8.3% | +9.0% |
| 30D | +23.6% | +0.8% | +22.7% | +23.4% |
| 3M | +3.8% | -26.8% | +30.6% | +4.3% |
| 6M | +55.0% | +72.6% | -17.5% | +51.0% |
| YTD | +105.3% | +103.6% | +1.6% | +98.1% |
| 1Y | +91.4% | +265.3% | -173.9% | +79.6% |
| 3Y | +84.6% | +689.4% | -604.9% | +62.2% |
| 5Y | +191.7% | +75.3% | +116.4% | +160.6% |
| All | +46.0% | +422.3% | -376.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling