+28.0%
USHY vs EXPD
+66.3%
-38.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | 0.0% | +4.1% | -4.1% | -0.3% |
| 3M | +1.2% | +13.8% | -12.6% | +0.2% |
| 6M | +2.6% | +27.3% | -24.7% | +0.9% |
| YTD | +2.4% | +25.4% | -23.0% | +0.6% |
| 1Y | +4.2% | +54.4% | -50.1% | +0.3% |
| 3Y | +28.0% | +67.9% | -39.9% | +19.8% |
| All | +28.0% | +66.3% | -38.3% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling