+247.2%
HD vs URA
+289.1%
-41.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +20.7% | -14.8% | +35.5% | +24.0% |
| 3M | +0.8% | -25.3% | +26.1% | +5.9% |
| 6M | +12.2% | -39.9% | +52.1% | +22.1% |
| YTD | +4.2% | -22.4% | +26.6% | +6.6% |
| 1Y | -2.6% | -29.0% | +26.4% | +1.1% |
| 3Y | +30.0% | +41.0% | -11.0% | +11.1% |
| 5Y | +8.1% | +38.3% | -30.2% | -10.3% |
| 10Y | +247.2% | +276.1% | -28.9% | +81.3% |
| All | +247.2% | +289.1% | -41.9% | +81.3% |
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