+248.1%
HD vs URA
+272.2%
-24.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.2% |
| 7D | -0.5% | +4.5% | -4.9% | -1.3% |
| 30D | +18.5% | -13.4% | +31.9% | +21.3% |
| 3M | +2.2% | -28.4% | +30.6% | +8.1% |
| 6M | +13.8% | -40.5% | +54.3% | +24.1% |
| YTD | +3.4% | -24.3% | +27.7% | +6.2% |
| 1Y | -3.5% | -28.8% | +25.3% | 0.0% |
| 3Y | +29.0% | +37.6% | -8.6% | +10.7% |
| 5Y | +6.1% | +30.7% | -24.6% | -10.8% |
| All | +248.1% | +272.2% | -24.1% | +86.3% |
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