+2,219.5%
HUM vs URI
+7,134.6%
-4,915.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +4.2% | -2.0% | +6.1% | +4.4% |
| 30D | +10.4% | -12.9% | +23.3% | +12.7% |
| 3M | +15.1% | -6.7% | +21.8% | +15.9% |
| 6M | +120.9% | +19.0% | +101.9% | +113.0% |
| YTD | +57.9% | +25.5% | +32.4% | +50.5% |
| 1Y | +30.6% | +5.5% | +25.0% | +27.7% |
| 3Y | -9.6% | +111.3% | -120.9% | -22.7% |
| 5Y | +1.6% | +198.6% | -197.0% | -19.7% |
| 10Y | +146.4% | +1,179.9% | -1,033.5% | +47.4% |
| All | +2,219.5% | +7,134.6% | -4,915.1% | +830.6% |
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