+1,490.9%
HWM vs URI
+1,189.9%
+301.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +11.1% | +9.3% | +1.8% | +6.2% |
| 30D | +3.0% | +7.6% | -4.6% | -1.0% |
| 3M | -20.7% | +1.0% | -21.8% | -21.7% |
| 6M | -17.2% | +19.8% | -37.0% | -25.9% |
| YTD | +9.1% | +41.9% | -32.8% | -13.4% |
| 1Y | +9.0% | +33.4% | -24.3% | -10.7% |
| 3Y | +353.8% | +156.0% | +197.8% | +144.0% |
| 5Y | +608.0% | +209.5% | +398.5% | +224.1% |
| All | +1,490.9% | +1,189.9% | +301.1% | +227.5% |
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