+101.1%
UAL vs XHB
+248.4%
-147.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +2.7% |
| 7D | +12.5% | +1.2% | +11.3% | +11.4% |
| 30D | +12.2% | +8.9% | +3.3% | +3.4% |
| 3M | -2.6% | -4.2% | +1.6% | +1.6% |
| 6M | +21.1% | +1.4% | +19.7% | +20.2% |
| YTD | +7.8% | +1.2% | +6.6% | +7.3% |
| 1Y | +25.4% | -1.3% | +26.7% | +27.7% |
| 3Y | +217.3% | +36.6% | +180.8% | +128.7% |
| 5Y | +132.9% | +34.3% | +98.6% | +68.1% |
| 10Y | +101.1% | +241.1% | -139.9% | -45.1% |
| All | +101.1% | +248.4% | -147.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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