+1,523.0%
HWM vs URI
+1,374.0%
+149.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +3.3% | -9.8% | +13.1% | +8.8% |
| 30D | -7.6% | +1.7% | -9.4% | -8.6% |
| 3M | -28.9% | -9.1% | -19.9% | -26.0% |
| 6M | -19.7% | +9.9% | -29.5% | -24.8% |
| YTD | +0.5% | +31.2% | -30.7% | -16.7% |
| 1Y | +0.3% | +25.9% | -25.7% | -15.2% |
| 3Y | +325.8% | +147.4% | +178.5% | +135.1% |
| 5Y | +524.7% | +179.7% | +345.0% | +206.3% |
| All | +1,523.0% | +1,374.0% | +149.0% | +276.7% |
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