+224.5%
HL vs URI
+7,982.2%
-7,757.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.9% | -2.3% | +2.8% |
| 7D | +13.8% | -4.0% | +17.8% | +14.8% |
| 30D | -9.7% | +6.8% | -16.5% | -11.4% |
| 3M | -8.5% | -2.8% | -5.7% | -8.1% |
| 6M | -17.2% | +20.9% | -38.0% | -21.7% |
| YTD | -19.6% | +40.2% | -59.9% | -27.8% |
| 1Y | +11.1% | +34.1% | -23.0% | +1.1% |
| 3Y | +299.7% | +164.1% | +135.6% | +200.3% |
| 5Y | +156.5% | +199.3% | -42.9% | +83.4% |
| 10Y | +122.4% | +1,218.8% | -1,096.5% | +6.1% |
| All | +224.5% | +7,982.2% | -7,757.7% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling