+77.4%
USO vs USHY
+50.4%
+26.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.9% |
| 7D | +6.2% | -0.1% | +6.4% | +6.4% |
| 30D | +19.1% | 0.0% | +19.1% | +19.1% |
| 3M | +14.2% | +0.8% | +13.4% | +13.0% |
| 6M | +43.7% | +1.9% | +41.8% | +39.7% |
| YTD | +116.8% | +2.3% | +114.6% | +109.8% |
| 1Y | +104.3% | +4.1% | +100.2% | +93.5% |
| 3Y | +91.5% | +27.8% | +63.8% | +42.0% |
| 5Y | +214.1% | +21.5% | +192.6% | +153.8% |
| All | +77.4% | +50.4% | +26.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling