+52.1%
HAL vs URA
-31.1%
+83.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | +2.9% | +1.1% | +1.9% | +2.3% |
| 30D | +17.0% | +7.4% | +9.6% | +12.3% |
| 3M | -9.7% | -8.4% | -1.3% | -7.8% |
| 6M | +8.6% | -12.7% | +21.3% | +10.5% |
| YTD | +33.0% | +7.8% | +25.2% | +19.2% |
| 1Y | +68.3% | +19.5% | +48.9% | +37.2% |
| 3Y | +0.1% | +116.4% | -116.3% | -46.8% |
| 5Y | +102.6% | +134.3% | -31.7% | -5.4% |
| 10Y | +3.8% | +359.3% | -355.4% | -70.1% |
| All | +52.1% | -31.1% | +83.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling