+20.6%
UL vs XHB
+34.8%
-14.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -0.6% | -8.3% | +7.7% | +1.4% |
| 3M | +9.4% | -7.1% | +16.6% | +11.1% |
| 6M | -4.1% | -5.3% | +1.1% | -3.3% |
| YTD | -2.0% | -3.2% | +1.2% | -1.6% |
| 1Y | -9.0% | -13.9% | +4.9% | -6.4% |
| 3Y | +21.8% | +24.9% | -3.1% | +12.1% |
| 5Y | +20.6% | +34.5% | -13.9% | +7.8% |
| All | +20.6% | +34.8% | -14.3% | +7.8% |
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