+7.5%
HCA vs URI
+5.1%
+2.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | 0.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +2.4% | -13.4% | +15.7% | +2.7% |
| 3M | +13.0% | -6.2% | +19.3% | +13.0% |
| 6M | -21.4% | +28.0% | -49.4% | -22.8% |
| YTD | -9.5% | +23.0% | -32.4% | -11.1% |
| 1Y | +7.5% | +5.5% | +2.0% | +6.6% |
| All | +7.5% | +5.1% | +2.4% | +6.6% |
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