+203.4%
URI vs HBM
+349.4%
-146.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.0% | -6.4% | +4.4% | -0.3% |
| 30D | -12.9% | +5.9% | -18.9% | -14.5% |
| 3M | -6.7% | -8.9% | +2.2% | -5.8% |
| 6M | +19.0% | +10.7% | +8.3% | +12.1% |
| YTD | +25.5% | +38.3% | -12.7% | +9.2% |
| 1Y | +5.5% | +121.3% | -115.8% | -21.4% |
| 3Y | +111.3% | +450.6% | -339.3% | +10.0% |
| All | +203.4% | +349.4% | -146.0% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling