+27.6%
USHY vs EXPD
+69.2%
-41.6%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | 0.0% | +5.2% | -5.3% | -0.4% |
| 3M | +0.8% | +13.2% | -12.4% | 0.0% |
| 6M | +1.9% | +30.3% | -28.4% | 0.0% |
| YTD | +2.3% | +27.0% | -24.8% | +0.3% |
| 1Y | +4.1% | +57.3% | -53.2% | +0.1% |
| All | +27.6% | +69.2% | -41.6% | +19.7% |
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