+50.7%
USHY vs EXPD
+256.1%
-205.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +0.1% | +4.1% | -4.0% | -0.5% |
| 3M | +0.8% | +17.9% | -17.1% | -1.6% |
| 6M | +1.7% | +29.2% | -27.5% | -2.1% |
| YTD | +2.5% | +27.4% | -24.9% | -1.5% |
| 1Y | +4.4% | +56.8% | -52.4% | -3.1% |
| 3Y | +27.4% | +68.0% | -40.7% | +15.8% |
| 5Y | +21.7% | +61.9% | -40.1% | +9.9% |
| All | +50.7% | +256.1% | -205.3% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling