+86.5%
USO vs HWM
+385.3%
-298.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.7% | +13.6% | +2.3% |
| 7D | +3.6% | -9.2% | +12.7% | +3.1% |
| 30D | +23.8% | -17.9% | +41.6% | +22.6% |
| 3M | +8.1% | -6.0% | +14.1% | +7.6% |
| 6M | +34.3% | -7.4% | +41.6% | +33.9% |
| YTD | +111.1% | +13.1% | +98.0% | +105.1% |
| 1Y | +99.9% | +29.3% | +70.6% | +90.8% |
| 3Y | +86.5% | +389.9% | -303.4% | +75.2% |
| All | +86.5% | +385.3% | -298.8% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling