+48.2%
USHY vs EXPD
+269.0%
-220.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | +0.3% | +0.3% | 0.0% | +0.2% |
| 3M | -1.7% | +6.1% | -7.8% | -2.6% |
| 6M | -0.4% | +27.4% | -27.8% | -3.9% |
| YTD | +0.7% | +32.0% | -31.3% | -3.8% |
| 1Y | +1.8% | +40.5% | -38.8% | -3.7% |
| 3Y | +25.3% | +75.7% | -50.4% | +13.2% |
| 5Y | +19.9% | +61.7% | -41.9% | +8.4% |
| All | +48.2% | +269.0% | -220.9% | +15.5% |
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