+110.9%
EXPE vs USHY
+50.7%
+60.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | -9.5% | -0.1% | -9.4% | -9.2% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | +31.4% | +0.8% | +30.6% | +28.8% |
| 6M | +35.2% | +1.7% | +33.5% | +29.3% |
| YTD | +5.8% | +2.5% | +3.3% | -0.6% |
| 1Y | +38.7% | +4.4% | +34.3% | +24.5% |
| 3Y | +175.8% | +27.4% | +148.4% | +53.2% |
| 5Y | +111.8% | +21.7% | +90.1% | +37.1% |
| All | +110.9% | +50.7% | +60.2% | -11.0% |
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