-35.0%
UPS vs XHB
+33.5%
-68.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.5% |
| 7D | -3.7% | -1.9% | -1.8% | -2.7% |
| 30D | -3.7% | -8.3% | +4.6% | +0.6% |
| 3M | -6.6% | -7.1% | +0.6% | -3.2% |
| 6M | +2.6% | -5.3% | +7.8% | +4.8% |
| YTD | +4.8% | -3.2% | +8.0% | +5.8% |
| 1Y | +25.3% | -13.9% | +39.1% | +34.2% |
| 3Y | -26.9% | +24.9% | -51.8% | -37.6% |
| All | -35.0% | +33.5% | -68.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling