-74.0%
USO vs THC
+738.9%
-812.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -10.6% | +8.8% | -19.4% | -11.5% |
| 30D | -4.6% | +10.0% | -14.6% | -5.7% |
| 3M | +12.3% | +11.7% | +0.7% | +10.7% |
| 6M | +5.9% | +52.5% | -46.6% | 0.0% |
| YTD | +104.5% | +46.1% | +58.5% | +92.6% |
| 1Y | +97.3% | +49.1% | +48.2% | +85.2% |
| 3Y | +97.0% | +439.6% | -342.6% | +54.5% |
| 5Y | +151.2% | +263.2% | -112.0% | +100.6% |
| 10Y | +76.1% | +1,900.5% | -1,824.4% | +5.9% |
| All | -74.0% | +738.9% | -812.9% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling