+2,071.1%
HCA vs URI
+3,724.2%
-1,653.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.8% | +6.7% | -5.9% | -1.1% |
| 30D | +6.1% | +8.9% | -2.8% | +3.1% |
| 3M | +21.4% | +0.5% | +20.9% | +20.4% |
| 6M | +17.2% | +20.7% | -3.5% | +9.4% |
| YTD | +7.5% | +40.0% | -32.6% | -5.8% |
| 1Y | +6.2% | +34.4% | -28.2% | -5.9% |
| 3Y | +122.0% | +149.5% | -27.5% | +55.2% |
| 5Y | +112.2% | +205.6% | -93.4% | +34.8% |
| 10Y | +675.7% | +1,183.1% | -507.4% | +205.5% |
| All | +2,071.1% | +3,724.2% | -1,653.1% | +415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling