+123.6%
HOOD vs URI
+268.5%
-144.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.6% |
| 7D | -3.8% | +6.7% | -10.5% | -7.2% |
| 30D | -23.0% | +8.9% | -31.8% | -26.6% |
| 3M | -21.6% | +0.5% | -22.2% | -22.2% |
| 6M | +1.4% | +20.7% | -19.2% | -11.1% |
| YTD | -31.2% | +40.0% | -71.2% | -47.9% |
| 1Y | -35.9% | +34.4% | -70.3% | -50.0% |
| 3Y | +836.9% | +149.5% | +687.5% | +382.3% |
| 5Y | +121.1% | +205.6% | -84.4% | -11.3% |
| All | +123.6% | +268.5% | -144.9% | -0.4% |
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