-6.1%
HUM vs URI
+153.1%
-159.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +3.7% | +6.7% | -3.0% | +3.3% |
| 30D | +5.5% | +8.9% | -3.4% | +4.9% |
| 3M | +17.1% | +0.5% | +16.6% | +17.0% |
| 6M | +48.3% | +20.7% | +27.6% | +46.2% |
| YTD | +77.4% | +40.0% | +37.3% | +72.5% |
| 1Y | +92.6% | +34.4% | +58.2% | +87.6% |
| 3Y | -6.1% | +149.5% | -155.6% | +8.9% |
| All | -6.1% | +153.1% | -159.2% | +8.9% |
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 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