+279.5%
UNP vs XHB
+210.4%
+69.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | -1.2% | -5.2% | +4.1% | +1.6% |
| 30D | -2.0% | -12.1% | +10.2% | +4.7% |
| 3M | +7.5% | -6.2% | +13.7% | +10.4% |
| 6M | +15.3% | -6.7% | +22.0% | +18.0% |
| YTD | +25.4% | -5.5% | +30.9% | +27.2% |
| 1Y | +35.6% | -15.6% | +51.2% | +45.7% |
| 3Y | +44.1% | +22.0% | +22.2% | +22.0% |
| 5Y | +54.0% | +31.8% | +22.1% | +20.9% |
| All | +279.5% | +210.4% | +69.0% | +65.9% |
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