+28.0%
USHY vs EXR
+23.6%
+4.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | 0.0% | -6.9% | +6.9% | +0.6% |
| 3M | +1.2% | -3.0% | +4.1% | +1.4% |
| 6M | +2.6% | -2.9% | +5.6% | +2.7% |
| YTD | +2.4% | +9.3% | -6.8% | +1.4% |
| 1Y | +4.2% | -0.9% | +5.2% | +4.1% |
| 3Y | +28.0% | +24.7% | +3.3% | +25.0% |
| All | +28.0% | +23.6% | +4.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling