+1,842.6%
UMC vs XHB
+215.4%
+1,627.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.6% |
| 7D | +9.0% | -4.6% | +13.6% | +11.4% |
| 30D | +17.2% | -9.1% | +26.4% | +22.6% |
| 3M | +11.4% | -8.6% | +20.0% | +15.8% |
| 6M | +137.5% | -4.0% | +141.5% | +141.2% |
| YTD | +193.1% | -3.9% | +197.1% | +195.4% |
| 1Y | +240.3% | -16.5% | +256.8% | +265.7% |
| 3Y | +262.2% | +22.6% | +239.6% | +210.0% |
| 5Y | +143.1% | +33.9% | +109.2% | +95.2% |
| All | +1,842.6% | +215.4% | +1,627.2% | +1,068.0% |
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