+122.1%
URI vs XHB
+30.5%
+91.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.8% |
| 7D | -2.0% | -1.3% | -0.7% | -0.9% |
| 30D | -12.9% | -6.9% | -6.1% | -7.7% |
| 3M | -6.7% | -1.3% | -5.5% | -6.3% |
| 6M | +19.0% | -6.8% | +25.8% | +25.3% |
| YTD | +25.5% | +0.7% | +24.8% | +23.4% |
| 1Y | +5.5% | -11.2% | +16.8% | +15.5% |
| All | +122.1% | +30.5% | +91.6% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling