+622.6%
HIG vs URA
-31.1%
+653.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | -3.2% | +7.4% | -10.6% | -5.3% |
| 3M | +9.1% | -8.4% | +17.5% | +10.4% |
| 6M | -1.8% | -12.7% | +10.9% | -0.4% |
| YTD | +1.8% | +7.8% | -6.0% | -4.3% |
| 1Y | +4.6% | +19.5% | -14.9% | -6.5% |
| 3Y | +101.6% | +116.4% | -14.8% | +40.8% |
| 5Y | +124.5% | +134.3% | -9.8% | +41.4% |
| 10Y | +317.8% | +359.3% | -41.4% | +75.6% |
| All | +622.6% | -31.1% | +653.7% | +571.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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