+153.5%
HYG vs URI
+3,165.9%
-3,012.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | +0.1% | -12.9% | +13.0% | +1.5% |
| 3M | +0.7% | -6.7% | +7.4% | +1.2% |
| 6M | +1.5% | +19.0% | -17.5% | -1.0% |
| YTD | +2.2% | +25.5% | -23.4% | -1.1% |
| 1Y | +3.9% | +5.5% | -1.6% | +2.3% |
| 3Y | +26.0% | +111.3% | -85.3% | +13.6% |
| 5Y | +19.2% | +198.6% | -179.4% | +2.1% |
| 10Y | +54.8% | +1,179.9% | -1,125.1% | +8.1% |
| All | +153.5% | +3,165.9% | -3,012.4% | +23.5% |
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 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