-22.9%
HBM vs URA
-41.1%
+18.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.6% |
| 7D | +2.2% | -1.5% | +3.8% | +3.9% |
| 30D | -11.8% | -10.4% | -1.4% | -0.6% |
| 3M | -19.2% | -29.6% | +10.4% | +17.1% |
| 6M | -22.9% | -40.3% | +17.4% | +40.2% |
| All | -22.9% | -41.1% | +18.2% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling