+146.7%
HUM vs URI
+1,233.8%
-1,087.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +1.0% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +7.5% | -13.4% | +20.8% | +10.5% |
| 3M | +10.2% | -6.2% | +16.4% | +11.1% |
| 6M | +132.5% | +28.0% | +104.6% | +117.7% |
| YTD | +57.6% | +23.0% | +34.7% | +48.1% |
| 1Y | +48.6% | +5.5% | +43.0% | +44.0% |
| 3Y | -11.2% | +119.2% | -130.3% | -29.9% |
| 5Y | +4.8% | +201.0% | -196.2% | -27.1% |
| All | +146.7% | +1,233.8% | -1,087.1% | +3.9% |
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