+137.7%
UAL vs XHB
+37.2%
+100.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -0.7% |
| 7D | +3.4% | +0.2% | +3.3% | +3.3% |
| 30D | -16.5% | -9.1% | -7.4% | -9.0% |
| 3M | +2.8% | -2.3% | +5.1% | +5.3% |
| 6M | +17.6% | -4.1% | +21.7% | +22.9% |
| YTD | -3.2% | -1.7% | -1.5% | -0.9% |
| 1Y | +0.4% | -15.1% | +15.5% | +16.1% |
| 3Y | +128.2% | +26.8% | +101.3% | +84.3% |
| 5Y | +137.7% | +37.3% | +100.4% | +84.9% |
| All | +137.7% | +37.2% | +100.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling