+36.4%
UPS vs XHB
+215.4%
-179.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -2.0% | -4.6% | +2.7% | +0.4% |
| 30D | -2.0% | -9.1% | +7.2% | +2.7% |
| 3M | -6.2% | -8.6% | +2.3% | -2.4% |
| 6M | +2.8% | -4.0% | +6.8% | +4.2% |
| YTD | +5.9% | -3.9% | +9.8% | +7.3% |
| 1Y | +26.2% | -16.5% | +42.7% | +36.9% |
| 3Y | -26.0% | +22.6% | -48.6% | -35.1% |
| 5Y | -34.3% | +33.9% | -68.2% | -46.0% |
| All | +36.4% | +215.4% | -179.0% | -24.3% |
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