+112.2%
USO vs USHY
+3.5%
+108.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.0% |
| 7D | +9.1% | -0.7% | +9.8% | +5.0% |
| 30D | +21.7% | -0.7% | +22.4% | +17.3% |
| 3M | +20.2% | +0.1% | +20.2% | +21.2% |
| 6M | +43.4% | +1.8% | +41.6% | +59.0% |
| YTD | +124.0% | +1.8% | +122.2% | +145.8% |
| 1Y | +112.2% | +3.3% | +108.9% | +126.3% |
| All | +112.2% | +3.5% | +108.7% | +126.3% |
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