+91.4%
USO vs USHY
+4.6%
+86.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | +9.5% | -0.1% | +9.6% | +8.7% |
| 30D | +23.6% | +0.1% | +23.5% | +24.4% |
| 3M | +3.8% | +0.8% | +3.0% | +9.3% |
| 6M | +55.0% | +1.7% | +53.3% | +78.7% |
| YTD | +105.3% | +2.5% | +102.8% | +134.3% |
| 1Y | +91.4% | +4.4% | +87.0% | +115.9% |
| All | +91.4% | +4.6% | +86.8% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling