+190.9%
HBM vs URA
+25.6%
+165.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.1% |
| 7D | +2.2% | -1.5% | +3.8% | +3.5% |
| 30D | -11.8% | -10.4% | -1.4% | -4.0% |
| 3M | -19.2% | -29.6% | +10.4% | +4.9% |
| 6M | -22.9% | -40.3% | +17.4% | +13.9% |
| YTD | +7.8% | -25.5% | +33.3% | +35.3% |
| 1Y | +34.9% | -26.4% | +61.3% | +69.3% |
| 3Y | +422.2% | +31.4% | +390.8% | +298.0% |
| All | +190.9% | +25.6% | +165.2% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling