+563.0%
HWM vs URI
+199.0%
+364.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.8% | +2.4% |
| 7D | +1.6% | -4.0% | +5.6% | +3.3% |
| 30D | -3.9% | +6.8% | -10.7% | -6.5% |
| 3M | -23.2% | -2.8% | -20.4% | -22.7% |
| 6M | -20.0% | +20.9% | -40.8% | -26.8% |
| YTD | +5.7% | +40.2% | -34.5% | -11.2% |
| 1Y | +4.9% | +34.1% | -29.2% | -10.2% |
| 3Y | +347.0% | +164.1% | +182.9% | +164.1% |
| 5Y | +563.0% | +199.3% | +363.7% | +265.5% |
| All | +563.0% | +199.0% | +364.1% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling