+1,773.8%
HWM vs URI
+1,282.3%
+491.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | -11.0% | -12.9% | +2.0% | -5.0% |
| 3M | +4.0% | -6.7% | +10.8% | +6.5% |
| 6M | -0.2% | +19.0% | -19.2% | -11.5% |
| YTD | +26.7% | +25.5% | +1.1% | +7.8% |
| 1Y | +44.7% | +5.5% | +39.2% | +33.9% |
| 3Y | +426.1% | +111.3% | +314.8% | +216.8% |
| 5Y | +738.5% | +198.6% | +540.0% | +295.8% |
| All | +1,773.8% | +1,282.3% | +491.5% | +339.2% |
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 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