+3,114.0%
HD vs URI
+7,377.6%
-4,263.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | 0.0% |
| 7D | +6.4% | -12.9% | +19.3% | +9.5% |
| 30D | +22.1% | -3.4% | +25.5% | +22.8% |
| 3M | -0.2% | -10.0% | +9.8% | +1.9% |
| 6M | +12.6% | +12.2% | +0.4% | +9.1% |
| YTD | +3.9% | +29.8% | -25.8% | -3.5% |
| 1Y | -3.7% | +24.6% | -28.3% | -9.9% |
| 3Y | +27.9% | +137.6% | -109.7% | +2.0% |
| 5Y | +7.8% | +176.6% | -168.8% | -18.2% |
| 10Y | +269.4% | +1,402.6% | -1,133.2% | +85.3% |
| All | +3,114.0% | +7,377.6% | -4,263.6% | +711.4% |
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