+254.2%
HD vs URI
+1,374.0%
-1,119.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | +4.3% | -9.8% | +14.1% | +7.3% |
| 30D | +20.2% | +1.7% | +18.4% | +19.3% |
| 3M | -1.0% | -9.1% | +8.0% | +1.4% |
| 6M | +7.9% | +9.9% | -1.9% | +3.8% |
| YTD | +2.0% | +31.2% | -29.2% | -8.4% |
| 1Y | -4.3% | +25.9% | -30.2% | -13.1% |
| 3Y | +25.9% | +147.4% | -121.4% | -10.2% |
| 5Y | +5.8% | +179.7% | -173.9% | -29.8% |
| All | +254.2% | +1,374.0% | -1,119.8% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling