+1,737.4%
ULTA vs XHB
+439.8%
+1,297.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -0.5% |
| 30D | -1.2% | -8.3% | +7.1% | +4.3% |
| 3M | +13.4% | -7.1% | +20.5% | +18.1% |
| 6M | -15.6% | -5.3% | -10.4% | -13.9% |
| YTD | -10.4% | -3.2% | -7.2% | -10.4% |
| 1Y | +5.5% | -13.9% | +19.3% | +13.6% |
| 3Y | +31.0% | +24.9% | +6.1% | +6.1% |
| 5Y | +41.8% | +34.5% | +7.3% | +6.9% |
| 10Y | +127.0% | +215.5% | -88.5% | -4.9% |
| All | +1,737.4% | +439.8% | +1,297.7% | +399.5% |
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