-18.6%
HAL vs URA
+278.3%
-296.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -2.1% |
| 7D | -12.0% | -4.1% | -7.9% | -10.4% |
| 30D | +0.3% | -19.0% | +19.3% | +9.4% |
| 3M | -1.6% | -25.1% | +23.5% | +9.8% |
| 6M | -20.5% | -44.5% | +24.0% | -0.3% |
| YTD | +14.2% | -24.3% | +38.5% | +18.9% |
| 1Y | +18.9% | -28.1% | +47.0% | +25.9% |
| 3Y | -13.7% | +40.7% | -54.4% | -44.4% |
| 5Y | +42.2% | +35.5% | +6.7% | -11.8% |
| All | -18.6% | +278.3% | -296.8% | -77.4% |
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