+34.9%
HBM vs URA
-52.4%
+87.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.2% |
| 7D | +2.2% | -1.5% | +3.8% | +3.6% |
| 30D | -11.8% | -10.4% | -1.4% | -3.4% |
| 3M | -19.2% | -29.6% | +10.4% | +6.9% |
| 6M | -22.9% | -40.3% | +17.4% | +17.5% |
| YTD | +7.8% | -25.5% | +33.3% | +36.2% |
| 1Y | +34.9% | -26.4% | +61.3% | +70.4% |
| 3Y | +422.2% | +31.4% | +390.8% | +285.1% |
| 5Y | +192.8% | +28.6% | +164.2% | +111.2% |
| 10Y | +281.1% | +260.9% | +20.2% | +10.9% |
| All | +34.9% | -52.4% | +87.3% | +19.5% |
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