+50.4%
HCA vs URI
+126.5%
-76.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | -2.7% | -12.5% | +9.8% | -1.5% |
| 3M | +11.5% | -6.2% | +17.7% | +11.9% |
| 6M | -24.3% | +25.9% | -50.2% | -26.9% |
| YTD | -13.6% | +26.2% | -39.8% | -16.9% |
| 1Y | -3.2% | +5.5% | -8.7% | -4.7% |
| 3Y | +50.4% | +125.0% | -74.6% | +20.8% |
| All | +50.4% | +126.5% | -76.1% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling