Tail Hedge Impact On Historical ES

A desk's historical dollar-loss sample in millions is [0.4, 1.1, 1.9, 2.7, 3.2, 3.9, 4.8, 6.3]. It buys a hedge that pays 1.5 million only on days when the unhedged loss exceeds 5.0. Using the hedged loss sample and historical VaR/ES at alpha=0.75 with the ceil(alpha*n) convention, what are VaR and ES?