+6,893.4%
URI vs HIG
+466.3%
+6,427.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -12.9% | -3.2% | -9.7% | -12.0% |
| 3M | -6.7% | +9.1% | -15.9% | -10.0% |
| 6M | +19.0% | -1.8% | +20.8% | +19.1% |
| YTD | +25.5% | +1.8% | +23.8% | +24.0% |
| 1Y | +5.5% | +4.6% | +1.0% | +3.1% |
| 3Y | +111.3% | +101.6% | +9.7% | +63.4% |
| 5Y | +198.6% | +124.5% | +74.1% | +124.6% |
| 10Y | +1,179.9% | +317.8% | +862.1% | +687.4% |
| All | +6,893.4% | +466.3% | +6,427.2% | +2,038.0% |
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