+32.9%
URI vs HIG
+12.7%
+20.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -4.6% |
| 7D | -4.3% | +6.2% | -10.5% | -5.0% |
| 30D | +4.6% | +9.4% | -4.8% | +3.5% |
| 3M | -2.1% | -2.3% | +0.2% | -2.0% |
| 6M | +21.9% | +4.2% | +17.8% | +20.9% |
| YTD | +39.7% | +1.6% | +38.1% | +41.7% |
| 1Y | +32.9% | +9.9% | +23.0% | +30.8% |
| All | +32.9% | +12.7% | +20.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling