+132.4%
HOOD vs URI
+245.3%
-113.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.6% |
| 7D | -4.8% | -9.8% | +5.0% | +0.9% |
| 30D | -26.1% | +1.7% | -27.9% | -26.8% |
| 3M | -10.8% | -9.1% | -1.7% | -6.4% |
| 6M | +2.4% | +9.9% | -7.5% | -5.4% |
| YTD | -28.5% | +31.2% | -59.7% | -43.8% |
| 1Y | -36.3% | +25.9% | -62.3% | -48.4% |
| 3Y | +743.7% | +147.4% | +596.3% | +335.2% |
| 5Y | +118.6% | +179.7% | -61.1% | -8.9% |
| All | +132.4% | +245.3% | -113.0% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling