+1,271.8%
URI vs HBM
+625.8%
+646.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +5.0% | +5.5% | -0.5% | +3.2% |
| 30D | -9.4% | +3.3% | -12.7% | -10.6% |
| 3M | -5.8% | +12.7% | -18.5% | -10.8% |
| 6M | +25.8% | +28.2% | -2.4% | +11.5% |
| YTD | +27.9% | +45.3% | -17.4% | +6.7% |
| 1Y | +9.7% | +121.7% | -112.0% | -21.8% |
| 3Y | +128.0% | +523.5% | -395.5% | +5.8% |
| 5Y | +212.4% | +393.9% | -181.5% | +45.0% |
| 10Y | +1,271.8% | +647.9% | +623.9% | +307.8% |
| All | +1,271.8% | +625.8% | +646.0% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling