+326.1%
HWM vs URI
+138.8%
+187.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | +3.4% | -9.8% | +13.2% | +6.8% |
| 30D | -7.5% | +1.7% | -9.3% | -8.0% |
| 3M | -28.9% | -9.1% | -19.8% | -26.9% |
| 6M | -19.6% | +9.9% | -29.5% | -22.7% |
| YTD | +0.6% | +31.2% | -30.6% | -10.5% |
| 1Y | +0.3% | +25.9% | -25.6% | -9.4% |
| 3Y | +326.1% | +147.4% | +178.8% | +233.0% |
| All | +326.1% | +138.8% | +187.4% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling