+95.9%
EXPE vs USHY
+49.7%
+46.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.9% |
| 7D | -8.7% | -0.7% | -7.9% | -6.9% |
| 30D | -13.6% | -0.5% | -13.1% | -12.4% |
| 3M | +26.6% | +0.5% | +26.1% | +25.1% |
| 6M | +19.9% | +1.5% | +18.4% | +15.6% |
| YTD | -1.7% | +1.7% | -3.5% | -5.9% |
| 1Y | +29.4% | +3.5% | +25.9% | +18.7% |
| 3Y | +155.7% | +27.2% | +128.5% | +42.8% |
| 5Y | +93.1% | +21.0% | +72.1% | +27.0% |
| All | +95.9% | +49.7% | +46.3% | -15.8% |
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