+7,210.0%
URI vs HIG
+448.3%
+6,761.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | -9.8% | +1.1% | -10.8% | -10.2% |
| 30D | +1.7% | +5.6% | -3.8% | -0.3% |
| 3M | -9.1% | -6.9% | -2.2% | -7.0% |
| 6M | +9.9% | +1.3% | +8.6% | +8.6% |
| YTD | +31.2% | -1.5% | +32.7% | +30.9% |
| 1Y | +25.9% | +6.6% | +19.3% | +22.1% |
| 3Y | +147.4% | +91.2% | +56.2% | +94.5% |
| 5Y | +179.7% | +106.1% | +73.7% | +116.3% |
| 10Y | +1,419.5% | +283.7% | +1,135.8% | +859.9% |
| All | +7,210.0% | +448.3% | +6,761.6% | +2,155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling