+4.4%
HWM vs URI
+33.3%
-28.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -3.4% |
| 7D | +9.4% | -4.3% | +13.7% | +10.4% |
| 30D | -7.0% | +4.6% | -11.6% | -7.6% |
| 3M | -25.9% | -2.1% | -23.7% | -25.5% |
| 6M | -10.8% | +21.9% | -32.7% | -14.6% |
| YTD | +4.3% | +39.7% | -35.4% | -6.2% |
| 1Y | +4.4% | +32.9% | -28.5% | -4.9% |
| All | +4.4% | +33.3% | -28.9% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling