+1,962.2%
UNP vs XHB
+173.9%
+1,788.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -5.3% | -1.3% | -4.1% | -4.7% |
| 30D | -1.5% | -6.9% | +5.3% | +2.0% |
| 3M | +10.3% | -1.3% | +11.5% | +10.2% |
| 6M | +9.7% | -6.8% | +16.5% | +12.4% |
| YTD | +27.1% | +0.7% | +26.4% | +24.9% |
| 1Y | +32.6% | -11.2% | +43.8% | +38.6% |
| 3Y | +40.0% | +25.3% | +14.7% | +18.7% |
| 5Y | +50.8% | +37.3% | +13.5% | +18.3% |
| 10Y | +278.6% | +211.5% | +67.1% | +85.9% |
| All | +1,962.2% | +173.9% | +1,788.3% | +699.8% |
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