+224.5%
USO vs XHB
+30.4%
+194.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.4% |
| 7D | +11.5% | -5.2% | +16.7% | +10.9% |
| 30D | +24.1% | -12.1% | +36.3% | +22.6% |
| 3M | +17.9% | -6.2% | +24.1% | +17.2% |
| 6M | +49.6% | -6.7% | +56.3% | +49.3% |
| YTD | +129.0% | -5.5% | +134.5% | +128.0% |
| 1Y | +112.0% | -15.6% | +127.6% | +112.4% |
| 3Y | +102.3% | +22.0% | +80.3% | +95.1% |
| 5Y | +224.5% | +31.8% | +192.7% | +228.2% |
| All | +224.5% | +30.4% | +194.1% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling