+490.2%
HCA vs URA
+361.2%
+128.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.7% |
| 7D | +2.9% | -1.5% | +4.5% | +3.2% |
| 30D | +2.4% | -0.4% | +2.8% | +2.3% |
| 3M | +13.0% | +6.3% | +6.8% | +10.9% |
| 6M | -21.4% | -14.0% | -7.4% | -20.0% |
| YTD | -9.5% | +5.3% | -14.8% | -13.2% |
| 1Y | +7.5% | +11.7% | -4.1% | +0.1% |
| 3Y | +57.6% | +109.8% | -52.2% | +17.1% |
| 5Y | +71.1% | +108.0% | -36.8% | +20.9% |
| All | +490.2% | +361.2% | +128.9% | +150.2% |
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 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