+3,438.0%
URI vs XHB
+173.9%
+3,264.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -0.8% |
| 30D | -12.9% | -6.9% | -6.1% | -7.3% |
| 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% | +23.1% |
| 1Y | +5.5% | -11.2% | +16.8% | +15.5% |
| 3Y | +111.3% | +25.3% | +86.0% | +67.4% |
| 5Y | +198.6% | +37.3% | +161.2% | +116.9% |
| 10Y | +1,179.9% | +211.5% | +968.4% | +366.3% |
| All | +3,438.0% | +173.9% | +3,264.1% | +960.6% |
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