+143.7%
HLT vs URI
+196.6%
-52.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +1.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -2.6% | -13.4% | +10.7% | +2.1% |
| 3M | -9.4% | -6.2% | -3.2% | -8.2% |
| 6M | +2.7% | +28.0% | -25.2% | -8.3% |
| YTD | +6.8% | +23.0% | -16.2% | -4.5% |
| 1Y | +12.4% | +5.5% | +6.8% | +6.5% |
| 3Y | +100.2% | +119.2% | -19.0% | +32.5% |
| 5Y | +143.7% | +201.0% | -57.3% | +27.6% |
| All | +143.7% | +196.6% | -52.9% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling