+49.7%
USHY vs EXR
+134.8%
-85.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -0.5% | -6.9% | +6.4% | +0.4% |
| 3M | +0.5% | -7.8% | +8.3% | +1.5% |
| 6M | +1.5% | -4.9% | +6.4% | +2.0% |
| YTD | +1.7% | +7.2% | -5.4% | +0.5% |
| 1Y | +3.5% | -1.5% | +5.1% | +3.4% |
| 3Y | +27.2% | +22.3% | +4.9% | +21.6% |
| 5Y | +21.0% | -10.9% | +31.9% | +20.0% |
| All | +49.7% | +134.8% | -85.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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