+1,352.0%
HWM vs URI
+1,328.7%
+23.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.2% | -2.4% |
| 7D | -2.4% | -12.9% | +10.5% | +4.5% |
| 30D | -13.3% | -3.4% | -9.8% | -11.9% |
| 3M | -31.0% | -10.0% | -21.0% | -27.9% |
| 6M | -17.1% | +12.2% | -29.3% | -23.3% |
| YTD | -1.9% | +29.8% | -31.6% | -18.2% |
| 1Y | -2.4% | +24.6% | -27.0% | -17.0% |
| 3Y | +322.2% | +137.6% | +184.6% | +138.4% |
| 5Y | +509.8% | +176.6% | +333.2% | +201.3% |
| 10Y | +1,453.8% | +1,402.6% | +51.2% | +256.6% |
| All | +1,352.0% | +1,328.7% | +23.2% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling