+1,182.4%
URI vs HBM
+301.8%
+880.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.9% |
| 7D | -6.0% | +2.4% | -8.4% | -6.7% |
| 30D | +4.6% | -16.0% | +20.6% | +10.1% |
| 3M | -2.7% | -21.3% | +18.6% | +4.0% |
| 6M | +18.4% | -12.2% | +30.6% | +19.1% |
| YTD | +37.4% | +10.7% | +26.7% | +24.2% |
| 1Y | +30.4% | +30.3% | +0.1% | +11.2% |
| 3Y | +147.9% | +432.2% | -284.3% | +20.1% |
| 5Y | +202.1% | +218.8% | -16.7% | +62.2% |
| 10Y | +1,182.4% | +281.4% | +901.1% | +372.6% |
| All | +1,182.4% | +301.8% | +880.7% | +372.6% |
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