+1,182.4%
URI vs HIG
+268.7%
+913.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -3.6% |
| 7D | -6.0% | +2.1% | -8.1% | -7.5% |
| 30D | +4.6% | +6.7% | -2.1% | -0.3% |
| 3M | -2.7% | -1.9% | -0.8% | -2.0% |
| 6M | +18.4% | +5.3% | +13.0% | +12.2% |
| YTD | +37.4% | +1.3% | +36.0% | +33.4% |
| 1Y | +30.4% | +7.2% | +23.2% | +21.5% |
| 3Y | +147.9% | +96.6% | +51.3% | +45.2% |
| 5Y | +202.1% | +110.0% | +92.1% | +69.1% |
| 10Y | +1,182.4% | +268.4% | +914.1% | +334.7% |
| All | +1,182.4% | +268.7% | +913.8% | +334.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling