+646.9%
HLT vs URI
+1,402.2%
-755.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -3.3% | -2.0% | -1.3% | -2.7% |
| 30D | -4.1% | -12.9% | +8.9% | +0.6% |
| 3M | -7.9% | -6.7% | -1.2% | -6.5% |
| 6M | +2.2% | +19.0% | -16.8% | -6.1% |
| YTD | +8.5% | +25.5% | -17.1% | -3.2% |
| 1Y | +12.1% | +5.5% | +6.6% | +6.3% |
| 3Y | +107.6% | +111.3% | -3.7% | +46.8% |
| 5Y | +156.4% | +198.6% | -42.2% | +54.6% |
| 10Y | +566.3% | +1,179.9% | -613.6% | +125.9% |
| All | +646.9% | +1,402.2% | -755.3% | +142.3% |
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