-9.8%
UL vs XHB
-16.2%
+6.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.7% |
| 7D | -4.1% | -5.2% | +1.2% | -2.6% |
| 30D | -1.2% | -12.1% | +11.0% | +2.4% |
| 3M | +6.0% | -6.2% | +12.2% | +7.6% |
| 6M | -5.5% | -6.7% | +1.2% | -3.9% |
| YTD | -3.3% | -5.5% | +2.1% | -1.9% |
| 1Y | -9.8% | -15.6% | +5.9% | -6.4% |
| All | -9.8% | -16.2% | +6.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling