+964.1%
ARES vs USHY
+50.7%
+913.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -0.1% | -1.5% | -1.3% |
| 30D | +0.3% | +0.1% | +0.2% | +0.1% |
| 3M | +8.5% | +0.8% | +7.7% | +6.5% |
| 6M | +23.5% | +1.7% | +21.7% | +18.9% |
| YTD | -11.2% | +2.5% | -13.7% | -15.9% |
| 1Y | -19.3% | +4.4% | -23.7% | -27.0% |
| 3Y | +48.7% | +27.4% | +21.3% | -16.0% |
| 5Y | +106.5% | +21.7% | +84.8% | +36.1% |
| All | +964.1% | +50.7% | +913.3% | +333.7% |
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