+1,117.2%
UMC vs XHB
+167.3%
+950.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.4% |
| 7D | +6.6% | +0.2% | +6.4% | +6.4% |
| 30D | +16.6% | -9.1% | +25.6% | +22.7% |
| 3M | +11.0% | -2.3% | +13.3% | +12.0% |
| 6M | +131.3% | -4.1% | +135.4% | +135.4% |
| YTD | +182.5% | -1.7% | +184.2% | +181.3% |
| 1Y | +222.3% | -15.1% | +237.4% | +246.5% |
| 3Y | +253.0% | +26.8% | +226.2% | +190.6% |
| 5Y | +141.8% | +37.3% | +104.5% | +88.4% |
| 10Y | +1,772.2% | +205.7% | +1,566.5% | +757.8% |
| All | +1,117.2% | +167.3% | +950.0% | +339.4% |
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