+2,053.5%
UNP vs XHB
+172.3%
+1,881.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +5.6% | +9.9% | -4.4% | +0.4% |
| 3M | +2.0% | -6.3% | +8.3% | +5.0% |
| 6M | +15.4% | +3.8% | +11.6% | +11.8% |
| YTD | +32.7% | +0.1% | +32.6% | +30.3% |
| 1Y | +39.4% | -0.8% | +40.2% | +37.4% |
| 3Y | +54.3% | +35.6% | +18.7% | +25.4% |
| 5Y | +39.6% | +29.6% | +10.1% | +12.7% |
| 10Y | +288.9% | +237.5% | +51.3% | +82.6% |
| All | +2,053.5% | +172.3% | +1,881.2% | +734.6% |
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