+220.1%
HUT vs URI
+544.6%
-324.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -6.3% |
| 7D | +9.3% | +6.7% | +2.6% | +5.0% |
| 30D | -23.1% | +8.9% | -32.0% | -26.5% |
| 3M | -30.6% | +0.5% | -31.1% | -30.2% |
| 6M | -46.9% | +20.7% | -67.5% | -52.6% |
| YTD | +25.3% | +40.0% | -14.7% | -0.6% |
| 1Y | +59.8% | +34.4% | +25.4% | +30.6% |
| 3Y | +467.2% | +149.5% | +317.7% | +226.1% |
| 5Y | -24.6% | +205.6% | -230.2% | -61.1% |
| All | +220.1% | +544.6% | -324.5% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling