+19.0%
HYG vs URI
+215.5%
-196.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.2% | +5.0% | -5.2% | -0.6% |
| 30D | -0.1% | -9.4% | +9.3% | +0.8% |
| 3M | +0.7% | -5.8% | +6.5% | +1.1% |
| 6M | +1.5% | +25.8% | -24.3% | -1.3% |
| YTD | +1.9% | +27.9% | -25.9% | -1.4% |
| 1Y | +3.7% | +9.7% | -6.0% | +1.9% |
| 3Y | +26.5% | +128.0% | -101.5% | +10.6% |
| 5Y | +19.0% | +212.4% | -193.4% | -4.0% |
| All | +19.0% | +215.5% | -196.6% | -4.0% |
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