-20.8%
HAL vs URA
+289.1%
-309.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | -2.1% | -14.8% | +12.7% | +4.5% |
| 3M | -4.9% | -25.3% | +20.5% | +6.5% |
| 6M | -19.3% | -39.9% | +20.6% | -2.3% |
| YTD | +14.3% | -22.4% | +36.7% | +17.7% |
| 1Y | +17.3% | -29.0% | +46.3% | +25.2% |
| 3Y | -10.9% | +41.0% | -51.9% | -42.4% |
| 5Y | +47.4% | +38.3% | +9.1% | -9.3% |
| 10Y | -20.8% | +276.1% | -296.9% | -77.8% |
| All | -20.8% | +289.1% | -309.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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