+588.2%
HBM vs URA
+346.2%
+242.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +2.1% |
| 7D | -3.3% | -5.5% | +2.2% | +1.3% |
| 30D | -4.8% | -3.7% | -1.1% | -1.8% |
| 3M | -0.4% | -2.9% | +2.5% | +2.5% |
| 6M | +17.9% | -15.2% | +33.1% | +35.6% |
| YTD | +33.7% | +1.9% | +31.8% | +31.9% |
| 1Y | +95.6% | +6.9% | +88.7% | +80.0% |
| 3Y | +458.1% | +99.6% | +358.5% | +187.2% |
| 5Y | +329.0% | +101.2% | +227.8% | +103.9% |
| All | +588.2% | +346.2% | +242.0% | +51.6% |
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