+8.0%
HUM vs URI
+203.0%
-195.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +3.7% | +6.7% | -3.0% | +3.1% |
| 30D | +5.5% | +8.9% | -3.4% | +4.6% |
| 3M | +17.1% | +0.5% | +16.6% | +16.9% |
| 6M | +48.3% | +20.7% | +27.6% | +45.3% |
| YTD | +77.4% | +40.0% | +37.3% | +70.5% |
| 1Y | +92.6% | +34.4% | +58.2% | +85.7% |
| 3Y | -6.1% | +149.5% | -155.6% | -14.6% |
| All | +8.0% | +203.0% | -195.0% | -7.1% |
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