+83.2%
USO vs USHY
+49.7%
+33.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -0.7% | +9.8% | +9.8% |
| 30D | +21.7% | -0.7% | +22.4% | +22.4% |
| 3M | +20.2% | +0.1% | +20.2% | +19.9% |
| 6M | +43.4% | +1.8% | +41.6% | +39.5% |
| YTD | +124.0% | +1.8% | +122.2% | +117.6% |
| 1Y | +112.2% | +3.3% | +108.9% | +102.7% |
| 3Y | +97.7% | +27.0% | +70.7% | +47.5% |
| 5Y | +217.4% | +21.0% | +196.4% | +157.3% |
| All | +83.2% | +49.7% | +33.5% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling