+59.3%
USAR vs XHB
+19.2%
+40.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.6% | -5.3% |
| 7D | -9.3% | -5.2% | -4.1% | -8.0% |
| 30D | -15.2% | -12.1% | -3.0% | -12.2% |
| 3M | -21.1% | -6.2% | -14.9% | -19.5% |
| 6M | -21.6% | -6.7% | -14.9% | -20.4% |
| YTD | +34.8% | -5.5% | +40.2% | +36.1% |
| 1Y | +15.6% | -15.6% | +31.3% | +16.9% |
| 3Y | +57.7% | +22.0% | +35.7% | +62.2% |
| All | +59.3% | +19.2% | +40.1% | +63.7% |
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