+248.1%
HD vs URI
+1,189.9%
-941.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.5% | +9.3% | -9.8% | -3.2% |
| 30D | +18.5% | +7.6% | +10.9% | +15.6% |
| 3M | +2.2% | +1.0% | +1.1% | +1.3% |
| 6M | +13.8% | +19.8% | -6.0% | +6.6% |
| YTD | +3.4% | +41.9% | -38.4% | -9.5% |
| 1Y | -3.5% | +33.4% | -36.9% | -14.0% |
| 3Y | +29.0% | +156.0% | -127.0% | -9.5% |
| 5Y | +6.1% | +209.5% | -203.4% | -32.2% |
| All | +248.1% | +1,189.9% | -941.7% | +40.1% |
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 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