-10.6%
HUM vs URI
+126.5%
-137.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.1% | +2.5% | -0.4% | +1.9% |
| 30D | +4.7% | -12.5% | +17.2% | +5.4% |
| 3M | +13.5% | -6.2% | +19.7% | +13.8% |
| 6M | +126.7% | +25.9% | +100.8% | +122.9% |
| YTD | +58.5% | +26.2% | +32.4% | +55.8% |
| 1Y | +31.7% | +5.5% | +26.3% | +30.1% |
| 3Y | -10.6% | +125.0% | -135.6% | +2.2% |
| All | -10.6% | +126.5% | -137.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling