+177.8%
UPS vs XHB
+173.9%
+3.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | -3.5% | -6.9% | +3.4% | -0.6% |
| 3M | -5.7% | -1.3% | -4.5% | -5.5% |
| 6M | -4.4% | -6.8% | +2.4% | -1.8% |
| YTD | +8.0% | +0.7% | +7.3% | +7.2% |
| 1Y | +29.0% | -11.2% | +40.3% | +34.9% |
| 3Y | -27.7% | +25.3% | -53.0% | -35.6% |
| 5Y | -34.3% | +37.3% | -71.7% | -44.4% |
| 10Y | +37.8% | +211.5% | -173.7% | -18.8% |
| All | +177.8% | +173.9% | +3.9% | +26.5% |
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