-73.9%
USO vs THC
+666.0%
-740.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +9.5% | -0.7% | +10.1% | +9.5% |
| 30D | +23.6% | +1.3% | +22.3% | +23.4% |
| 3M | +3.8% | +64.2% | -60.4% | -2.5% |
| 6M | +55.0% | +8.3% | +46.8% | +52.1% |
| YTD | +105.3% | +33.4% | +71.9% | +95.8% |
| 1Y | +91.4% | +37.7% | +53.7% | +81.4% |
| 3Y | +84.6% | +236.8% | -152.2% | +53.4% |
| 5Y | +191.7% | +249.3% | -57.5% | +134.0% |
| 10Y | +73.3% | +995.2% | -922.0% | +10.3% |
| All | -73.9% | +666.0% | -740.0% | -86.6% |
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