+0.8%
HUM vs URI
+215.5%
-214.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.2% | +5.0% | -5.2% | -0.7% |
| 30D | +3.7% | -9.4% | +13.1% | +4.6% |
| 3M | +10.4% | -5.8% | +16.2% | +10.8% |
| 6M | +125.7% | +25.8% | +99.9% | +119.4% |
| YTD | +57.3% | +27.9% | +29.5% | +52.4% |
| 1Y | +48.6% | +9.7% | +38.9% | +45.9% |
| 3Y | -11.3% | +128.0% | -139.3% | -19.3% |
| 5Y | +0.8% | +212.4% | -211.6% | -16.7% |
| All | +0.8% | +215.5% | -214.7% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling