+146.1%
USO vs THC
+262.3%
-116.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -3.9% |
| 7D | -9.1% | +7.5% | -16.5% | -9.1% |
| 30D | -3.7% | +9.6% | -13.3% | -3.8% |
| 3M | +20.9% | +10.3% | +10.7% | +20.8% |
| 6M | +6.8% | +51.8% | -45.0% | +5.8% |
| YTD | +106.3% | +45.4% | +60.8% | +103.6% |
| 1Y | +100.2% | +40.8% | +59.4% | +97.9% |
| 3Y | +103.1% | +448.8% | -345.7% | +74.3% |
| 5Y | +146.1% | +263.4% | -117.3% | +113.0% |
| All | +146.1% | +262.3% | -116.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling