+3,598.1%
URI vs XHB
+172.9%
+3,425.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.5% |
| 7D | -9.8% | +1.3% | -11.1% | -11.3% |
| 30D | +1.7% | +7.8% | -6.1% | -5.5% |
| 3M | -9.1% | -5.5% | -3.6% | -5.1% |
| 6M | +9.9% | -2.6% | +12.4% | +10.6% |
| YTD | +31.2% | +0.4% | +30.9% | +28.1% |
| 1Y | +25.9% | -1.0% | +26.9% | +24.3% |
| 3Y | +147.4% | +37.3% | +110.1% | +78.8% |
| 5Y | +179.7% | +33.7% | +146.0% | +106.3% |
| 10Y | +1,419.5% | +256.9% | +1,162.6% | +389.3% |
| All | +3,598.1% | +172.9% | +3,425.3% | +1,004.3% |
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 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