+64.4%
UL vs XHB
+215.4%
-151.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -3.4% | -4.6% | +1.2% | -2.1% |
| 30D | +0.5% | -9.1% | +9.6% | +3.1% |
| 3M | +7.2% | -8.6% | +15.8% | +9.7% |
| 6M | -3.1% | -4.0% | +1.0% | -2.4% |
| YTD | -2.7% | -3.9% | +1.2% | -2.2% |
| 1Y | -10.2% | -16.5% | +6.2% | -6.4% |
| 3Y | +20.3% | +22.6% | -2.3% | +9.7% |
| 5Y | +19.9% | +33.9% | -14.0% | +4.5% |
| All | +64.4% | +215.4% | -151.0% | +12.0% |
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