+577.9%
HWM vs URI
+203.0%
+374.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +7.3% | +6.7% | +0.6% | +4.6% |
| 30D | +1.6% | +8.9% | -7.3% | -1.8% |
| 3M | -21.9% | +0.5% | -22.4% | -22.4% |
| 6M | -19.0% | +20.7% | -39.7% | -25.8% |
| YTD | +7.9% | +40.0% | -32.1% | -9.3% |
| 1Y | +9.9% | +34.4% | -24.5% | -6.0% |
| 3Y | +342.1% | +149.5% | +192.7% | +169.1% |
| All | +577.9% | +203.0% | +374.9% | +266.2% |
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 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