+99.4%
HLT vs URI
+116.5%
-17.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.8% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -2.6% | -13.4% | +10.7% | +1.0% |
| 3M | -9.4% | -6.2% | -3.2% | -8.5% |
| 6M | +2.7% | +28.0% | -25.2% | -6.0% |
| YTD | +6.8% | +23.0% | -16.2% | -2.2% |
| 1Y | +12.4% | +5.5% | +6.8% | +8.1% |
| All | +99.4% | +116.5% | -17.1% | +47.4% |
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