+144.1%
UMC vs XHB
+33.0%
+111.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.5% |
| 7D | +9.0% | -4.6% | +13.6% | +11.7% |
| 30D | +17.2% | -9.1% | +26.4% | +23.2% |
| 3M | +11.4% | -8.6% | +20.0% | +16.2% |
| 6M | +137.5% | -4.0% | +141.5% | +141.3% |
| YTD | +193.1% | -3.9% | +197.1% | +195.0% |
| 1Y | +240.3% | -16.5% | +256.8% | +268.9% |
| 3Y | +262.2% | +22.6% | +239.6% | +189.7% |
| All | +144.1% | +33.0% | +111.1% | +80.5% |
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 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