+2,504.9%
HUM vs URI
+7,970.4%
-5,465.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +3.7% | +6.7% | -3.0% | +2.6% |
| 30D | +5.5% | +8.9% | -3.4% | +3.9% |
| 3M | +17.1% | +0.5% | +16.6% | +16.7% |
| 6M | +48.3% | +20.7% | +27.6% | +43.1% |
| YTD | +77.4% | +40.0% | +37.3% | +65.8% |
| 1Y | +92.6% | +34.4% | +58.2% | +81.1% |
| 3Y | -6.1% | +149.5% | -155.6% | -21.8% |
| 5Y | +6.2% | +205.6% | -199.3% | -16.4% |
| 10Y | +153.6% | +1,183.1% | -1,029.5% | +51.5% |
| All | +2,504.9% | +7,970.4% | -5,465.5% | +924.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling