+50.7%
USHY vs EXPD
+250.7%
-200.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | 0.0% | +4.1% | -4.1% | -0.6% |
| 3M | +1.2% | +13.8% | -12.6% | -0.8% |
| 6M | +2.6% | +27.3% | -24.7% | -1.1% |
| YTD | +2.4% | +25.4% | -23.0% | -1.3% |
| 1Y | +4.2% | +54.4% | -50.1% | -3.0% |
| 3Y | +28.0% | +67.9% | -39.9% | +16.4% |
| 5Y | +21.8% | +59.2% | -37.4% | +10.2% |
| All | +50.7% | +250.7% | -200.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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