+1,271.8%
URI vs HIG
+314.4%
+957.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +0.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.3% |
| 30D | -9.4% | -2.8% | -6.6% | -7.8% |
| 3M | -5.8% | +6.3% | -12.2% | -10.6% |
| 6M | +25.8% | -0.1% | +25.9% | +24.3% |
| YTD | +27.9% | +0.4% | +27.5% | +25.6% |
| 1Y | +9.7% | +6.2% | +3.5% | +3.1% |
| 3Y | +128.0% | +101.6% | +26.4% | +31.4% |
| 5Y | +212.4% | +119.8% | +92.6% | +69.8% |
| 10Y | +1,271.8% | +311.7% | +960.1% | +340.1% |
| All | +1,271.8% | +314.4% | +957.5% | +340.1% |
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