+68.7%
USO vs HWM
+1,230.5%
-1,161.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.1% | -8.9% | -4.9% |
| 7D | -9.1% | +1.6% | -10.7% | -9.4% |
| 30D | -3.7% | -3.9% | +0.2% | -3.4% |
| 3M | +20.9% | -23.2% | +44.2% | +26.7% |
| 6M | +6.8% | -20.0% | +26.8% | +10.2% |
| YTD | +106.3% | +5.7% | +100.6% | +95.9% |
| 1Y | +100.2% | +4.9% | +95.3% | +90.4% |
| 3Y | +103.1% | +347.0% | -243.9% | +27.3% |
| 5Y | +146.1% | +563.0% | -416.9% | +34.9% |
| 10Y | +73.5% | +1,579.2% | -1,505.7% | -25.9% |
| All | +68.7% | +1,230.5% | -1,161.7% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling