-0.9%
HCA vs URI
+7.3%
-8.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -3.1% | -2.0% | -1.1% | -3.0% |
| 30D | -1.1% | -12.9% | +11.8% | -0.8% |
| 3M | +12.2% | -6.7% | +18.9% | +12.1% |
| 6M | -25.3% | +19.0% | -44.3% | -26.6% |
| YTD | -12.9% | +25.5% | -38.5% | -14.8% |
| 1Y | -0.9% | +5.5% | -6.5% | -2.2% |
| All | -0.9% | +7.3% | -8.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling