+416.5%
HL vs URI
+121.2%
+295.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.0% |
| 7D | +1.5% | -2.0% | +3.5% | +2.1% |
| 30D | +25.1% | -12.9% | +38.0% | +31.0% |
| 3M | +22.9% | -6.7% | +29.6% | +25.6% |
| 6M | -4.9% | +19.0% | -23.9% | -12.0% |
| YTD | +7.8% | +25.5% | -17.7% | -3.0% |
| 1Y | +133.9% | +5.5% | +128.3% | +125.4% |
| All | +416.5% | +121.2% | +295.3% | +239.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling