+1,135.8%
URI vs HBM
+281.1%
+854.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +6.7% | +2.2% | +4.5% | +6.0% |
| 30D | +8.9% | -11.8% | +20.7% | +12.9% |
| 3M | +0.5% | -19.2% | +19.7% | +6.6% |
| 6M | +20.7% | -22.9% | +43.5% | +26.7% |
| YTD | +40.0% | +7.8% | +32.2% | +27.7% |
| 1Y | +34.4% | +34.9% | -0.5% | +13.3% |
| 3Y | +149.5% | +422.2% | -272.7% | +21.6% |
| 5Y | +205.6% | +192.8% | +12.7% | +69.1% |
| All | +1,135.8% | +281.1% | +854.7% | +354.6% |
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