+1,658.7%
HCA vs URI
+3,328.2%
-1,669.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -3.1% | -2.0% | -1.1% | -2.6% |
| 30D | -1.1% | -12.9% | +11.8% | +2.7% |
| 3M | +12.2% | -6.7% | +18.9% | +13.6% |
| 6M | -25.3% | +19.0% | -44.3% | -30.4% |
| YTD | -12.9% | +25.5% | -38.5% | -20.8% |
| 1Y | -0.9% | +5.5% | -6.5% | -5.5% |
| 3Y | +47.6% | +111.3% | -63.7% | +8.7% |
| 5Y | +67.0% | +198.6% | -131.6% | +6.9% |
| 10Y | +471.4% | +1,179.9% | -708.5% | +126.1% |
| All | +1,658.7% | +3,328.2% | -1,669.5% | +333.1% |
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