+6.7%
HD vs URI
+203.0%
-196.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +1.5% | +6.7% | -5.2% | -0.4% |
| 30D | +18.0% | +8.9% | +9.1% | +14.8% |
| 3M | +2.8% | +0.5% | +2.3% | +2.1% |
| 6M | +17.0% | +20.7% | -3.7% | +9.5% |
| YTD | +3.5% | +40.0% | -36.5% | -8.9% |
| 1Y | -2.6% | +34.4% | -37.0% | -13.2% |
| 3Y | +30.7% | +149.5% | -118.7% | -9.5% |
| All | +6.7% | +203.0% | -196.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling