-19.0%
USAR vs XHB
+26.2%
-45.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -20.9% | +9.9% | -30.9% | -23.1% |
| 3M | -56.2% | -6.3% | -49.9% | -55.4% |
| 6M | -67.9% | +3.8% | -71.7% | -68.1% |
| YTD | -31.4% | +0.1% | -31.6% | -31.8% |
| 1Y | -45.1% | -0.8% | -44.2% | -45.4% |
| 3Y | -20.3% | +35.6% | -55.9% | -19.3% |
| All | -19.0% | +26.2% | -45.2% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling