+277.0%
HL vs URI
+1,179.8%
-902.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +7.1% | +2.5% | +4.5% | +6.0% |
| 30D | +21.4% | -12.5% | +34.0% | +27.5% |
| 3M | +37.4% | -6.2% | +43.6% | +40.1% |
| 6M | +0.4% | +25.9% | -25.5% | -10.0% |
| YTD | +6.7% | +26.2% | -19.5% | -5.0% |
| 1Y | +102.4% | +5.5% | +96.9% | +93.2% |
| 3Y | +417.4% | +125.0% | +292.4% | +256.5% |
| 5Y | +243.3% | +210.4% | +32.9% | +100.8% |
| All | +277.0% | +1,179.8% | -902.8% | +41.1% |
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