+441.1%
HWM vs URI
+113.1%
+328.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -11.0% | -12.9% | +2.0% | -7.2% |
| 3M | +4.0% | -6.7% | +10.8% | +5.7% |
| 6M | -0.2% | +19.0% | -19.2% | -7.5% |
| YTD | +26.7% | +25.5% | +1.1% | +14.0% |
| 1Y | +44.7% | +5.5% | +39.2% | +38.5% |
| All | +441.1% | +113.1% | +328.0% | +289.4% |
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