+73.0%
HBM vs URA
-31.1%
+104.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.6% |
| 7D | -6.4% | +1.1% | -7.4% | -7.1% |
| 30D | +5.9% | +7.4% | -1.5% | +0.1% |
| 3M | -8.9% | -8.4% | -0.5% | -1.5% |
| 6M | +10.7% | -12.7% | +23.4% | +24.3% |
| YTD | +38.3% | +7.8% | +30.5% | +30.2% |
| 1Y | +121.3% | +19.5% | +101.9% | +86.5% |
| 3Y | +450.6% | +116.4% | +334.2% | +169.0% |
| 5Y | +338.0% | +134.3% | +203.7% | +87.1% |
| 10Y | +578.6% | +359.3% | +219.4% | +62.7% |
| All | +73.0% | -31.1% | +104.1% | +14.2% |
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 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