+405.9%
UL vs XHB
+173.9%
+232.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +0.5% | -6.9% | +7.4% | +2.5% |
| 3M | +17.6% | -1.3% | +18.9% | +17.7% |
| 6M | -5.4% | -6.8% | +1.4% | -3.9% |
| YTD | +0.7% | +0.7% | 0.0% | -0.1% |
| 1Y | -9.3% | -11.2% | +2.0% | -6.9% |
| 3Y | +24.5% | +25.3% | -0.8% | +13.2% |
| 5Y | +23.2% | +37.3% | -14.1% | +7.1% |
| 10Y | +64.5% | +211.5% | -147.0% | +7.7% |
| All | +405.9% | +173.9% | +232.0% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling