+120.8%
EXPE vs USHY
+25.4%
+95.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | +1.0% |
| 30D | -6.1% | +0.6% | -6.7% | -7.6% |
| 3M | -21.3% | -2.0% | -19.3% | -15.4% |
| 6M | +19.0% | -0.5% | +19.5% | +21.8% |
| YTD | -8.4% | +0.6% | -9.0% | -9.9% |
| 1Y | -2.8% | +2.1% | -4.9% | -9.3% |
| 3Y | +120.8% | +25.3% | +95.4% | +41.3% |
| All | +120.8% | +25.4% | +95.3% | +41.3% |
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