-19.8%
HD vs URI
+7.3%
-27.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | -8.4% | -12.9% | +4.5% | -6.2% |
| 3M | +4.3% | -6.7% | +11.1% | +5.4% |
| 6M | -11.1% | +19.0% | -30.1% | -14.7% |
| YTD | -4.7% | +25.5% | -30.2% | -9.9% |
| 1Y | -19.8% | +5.5% | -25.3% | -22.7% |
| All | -19.8% | +7.3% | -27.1% | -22.7% |
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