+103.1%
USO vs HWM
+348.7%
-245.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.1% | -8.9% | -3.5% |
| 7D | -9.1% | +1.6% | -10.7% | -8.9% |
| 30D | -3.7% | -3.9% | +0.2% | -3.6% |
| 3M | +20.9% | -23.2% | +44.2% | +19.7% |
| 6M | +6.8% | -20.0% | +26.8% | +6.2% |
| YTD | +106.3% | +5.7% | +100.6% | +100.1% |
| 1Y | +100.2% | +4.9% | +95.3% | +94.4% |
| 3Y | +103.1% | +347.0% | -243.9% | +94.5% |
| All | +103.1% | +348.7% | -245.7% | +94.5% |
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