-11.6%
HL vs URI
+31.9%
-43.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -11.1% | +6.7% | -17.8% | -12.6% |
| 30D | -12.1% | +8.9% | -20.9% | -14.4% |
| 3M | -26.1% | +0.5% | -26.6% | -26.5% |
| 6M | -37.7% | +20.7% | -58.4% | -40.6% |
| YTD | -31.7% | +40.0% | -71.7% | -40.7% |
| 1Y | -11.6% | +34.4% | -46.0% | -18.0% |
| All | -11.6% | +31.9% | -43.6% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling