+1,474.6%
HWM vs URI
+1,173.3%
+301.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +7.3% | +6.7% | +0.6% | +3.8% |
| 30D | +1.6% | +8.9% | -7.3% | -2.9% |
| 3M | -21.9% | +0.5% | -22.4% | -22.7% |
| 6M | -19.0% | +20.7% | -39.7% | -27.8% |
| YTD | +7.9% | +40.0% | -32.1% | -13.8% |
| 1Y | +9.9% | +34.4% | -24.5% | -10.3% |
| 3Y | +342.1% | +149.5% | +192.7% | +141.0% |
| 5Y | +600.8% | +205.6% | +395.2% | +222.9% |
| All | +1,474.6% | +1,173.3% | +301.3% | +226.2% |
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