+144.6%
HL vs URI
+1,243.8%
-1,099.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.8% |
| 7D | -5.6% | +2.4% | -8.0% | -6.5% |
| 30D | -16.2% | +8.9% | -25.0% | -19.1% |
| 3M | -20.5% | +0.8% | -21.3% | -21.1% |
| 6M | -31.7% | +23.1% | -54.8% | -37.6% |
| YTD | -26.4% | +43.1% | -69.4% | -37.9% |
| 1Y | -4.3% | +35.7% | -40.0% | -17.4% |
| 3Y | +276.9% | +158.2% | +118.7% | +143.5% |
| 5Y | +124.1% | +212.6% | -88.5% | +28.9% |
| 10Y | +144.6% | +1,210.8% | -1,066.1% | -5.7% |
| All | +144.6% | +1,243.8% | -1,099.1% | -5.7% |
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