+133.6%
HOOD vs URI
+261.5%
-127.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.2% |
| 7D | -5.1% | -6.0% | +0.9% | -1.7% |
| 30D | -25.4% | +4.6% | -30.0% | -27.3% |
| 3M | -14.0% | -2.7% | -11.3% | -13.1% |
| 6M | +5.6% | +18.4% | -12.8% | -6.6% |
| YTD | -28.1% | +37.4% | -65.4% | -45.0% |
| 1Y | -40.1% | +30.4% | -70.5% | -52.4% |
| 3Y | +888.2% | +147.9% | +740.3% | +409.7% |
| 5Y | +135.8% | +202.1% | -66.3% | -4.4% |
| All | +133.6% | +261.5% | -127.9% | +5.2% |
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