+179.2%
URI vs HIG
+104.7%
+74.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.6% |
| 7D | -9.8% | +1.1% | -10.8% | -10.5% |
| 30D | +1.7% | +5.6% | -3.8% | -2.1% |
| 3M | -9.1% | -6.9% | -2.2% | -5.2% |
| 6M | +9.9% | +1.3% | +8.6% | +7.1% |
| YTD | +31.2% | -1.5% | +32.7% | +30.1% |
| 1Y | +25.9% | +6.6% | +19.3% | +17.6% |
| 3Y | +147.4% | +91.2% | +56.2% | +36.4% |
| All | +179.2% | +104.7% | +74.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling