+206.4%
HD vs URA
+346.2%
-139.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | -3.8% | -5.5% | +1.7% | -2.9% |
| 30D | -9.4% | -3.7% | -5.7% | -8.9% |
| 3M | -4.6% | -2.9% | -1.7% | -4.5% |
| 6M | -10.1% | -15.2% | +5.2% | -8.2% |
| YTD | -8.3% | +1.9% | -10.2% | -10.6% |
| 1Y | -25.0% | +6.9% | -32.0% | -28.5% |
| 3Y | +1.5% | +99.6% | -98.1% | -19.0% |
| 5Y | +5.6% | +101.2% | -95.6% | -19.7% |
| All | +206.4% | +346.2% | -139.8% | +52.9% |
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