+39.3%
ARES vs USHY
+27.6%
+11.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.3% |
| 7D | -2.7% | -0.1% | -2.5% | -2.1% |
| 30D | -2.4% | 0.0% | -2.3% | -2.1% |
| 3M | +3.9% | +0.8% | +3.1% | +1.1% |
| 6M | +26.4% | +1.9% | +24.5% | +19.0% |
| YTD | -14.9% | +2.3% | -17.1% | -20.5% |
| 1Y | -20.4% | +4.1% | -24.6% | -30.2% |
| All | +39.3% | +27.6% | +11.6% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling