+81.0%
USO vs HWM
+1,554.5%
-1,473.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.4% |
| 7D | -2.7% | +5.0% | -7.7% | -3.8% |
| 30D | -6.3% | +1.5% | -7.8% | -7.0% |
| 3M | +10.9% | -20.3% | +31.2% | +15.3% |
| 6M | +2.0% | -18.0% | +20.1% | +4.8% |
| YTD | +104.6% | +9.5% | +95.1% | +92.8% |
| 1Y | +94.5% | +7.5% | +87.1% | +84.1% |
| 3Y | +97.1% | +355.7% | -258.6% | +22.8% |
| 5Y | +151.6% | +610.2% | -458.6% | +35.1% |
| 10Y | +81.0% | +1,516.8% | -1,435.8% | -22.3% |
| All | +81.0% | +1,554.5% | -1,473.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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