+122.1%
URI vs HIG
+103.2%
+18.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -12.9% | -3.2% | -9.7% | -11.8% |
| 3M | -6.7% | +9.1% | -15.9% | -11.1% |
| 6M | +19.0% | -1.8% | +20.8% | +19.7% |
| YTD | +25.5% | +1.8% | +23.8% | +23.9% |
| 1Y | +5.5% | +4.6% | +1.0% | +2.5% |
| All | +122.1% | +103.2% | +18.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling