-2.8%
EXPE vs USHY
+1.9%
-4.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | +0.8% |
| 30D | -6.1% | +0.6% | -6.7% | -7.1% |
| 3M | -21.3% | -2.0% | -19.3% | -16.2% |
| 6M | +19.0% | -0.5% | +19.5% | +22.1% |
| YTD | -8.4% | +0.6% | -9.0% | -11.6% |
| 1Y | -2.8% | +2.1% | -4.9% | -19.2% |
| All | -2.8% | +1.9% | -4.6% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling