+899.5%
ARES vs USHY
+49.7%
+849.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -6.1% | -0.7% | -5.4% | -4.3% |
| 30D | -7.5% | -0.7% | -6.8% | -5.7% |
| 3M | +0.1% | +0.1% | +0.1% | +0.3% |
| 6M | +30.3% | +1.8% | +28.5% | +25.4% |
| YTD | -16.6% | +1.8% | -18.4% | -19.5% |
| 1Y | -26.1% | +3.3% | -29.4% | -31.2% |
| 3Y | +36.4% | +27.0% | +9.5% | -22.1% |
| 5Y | +95.0% | +21.0% | +74.0% | +30.5% |
| All | +899.5% | +49.7% | +849.7% | +315.0% |
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