+2,848.7%
HD vs URI
+7,134.6%
-4,285.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -8.4% | -12.9% | +4.5% | -5.6% |
| 3M | +4.3% | -6.7% | +11.1% | +5.6% |
| 6M | -11.1% | +19.0% | -30.1% | -15.4% |
| YTD | -4.7% | +25.5% | -30.2% | -10.6% |
| 1Y | -19.8% | +5.5% | -25.3% | -22.1% |
| 3Y | +4.1% | +111.3% | -107.2% | -14.7% |
| 5Y | +10.3% | +198.6% | -188.2% | -17.6% |
| 10Y | +203.2% | +1,179.9% | -976.8% | +57.1% |
| All | +2,848.7% | +7,134.6% | -4,285.9% | +651.6% |
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