+154.8%
EXPE vs USHY
+27.6%
+127.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | 0.0% |
| 7D | -11.5% | -0.1% | -11.4% | -11.1% |
| 30D | -13.1% | 0.0% | -13.0% | -12.9% |
| 3M | +18.1% | +0.8% | +17.3% | +15.0% |
| 6M | +13.3% | +1.9% | +11.3% | +6.3% |
| YTD | -3.2% | +2.3% | -5.5% | -10.4% |
| 1Y | +26.1% | +4.1% | +22.0% | +9.7% |
| All | +154.8% | +27.6% | +127.1% | +21.3% |
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