+48.0%
USHY vs EXR
+175.9%
-127.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | +0.6% | +18.2% | -17.6% | -1.6% |
| 3M | -2.0% | +7.3% | -9.3% | -3.0% |
| 6M | -0.5% | +13.8% | -14.4% | -2.4% |
| YTD | +0.6% | +25.9% | -25.3% | -2.8% |
| 1Y | +2.1% | +25.8% | -23.7% | -1.3% |
| 3Y | +25.3% | +53.7% | -28.4% | +16.2% |
| 5Y | +19.7% | -1.8% | +21.5% | +17.4% |
| All | +48.0% | +175.9% | -127.9% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling