+245.3%
HD vs URA
+277.9%
-32.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -1.2% | +2.9% | -4.0% | -1.7% |
| 30D | +20.9% | -10.8% | +31.7% | +23.1% |
| 3M | -0.2% | -25.5% | +25.4% | +4.9% |
| 6M | +14.5% | -41.2% | +55.7% | +25.2% |
| YTD | +4.3% | -21.3% | +25.6% | +6.4% |
| 1Y | -3.5% | -25.7% | +22.2% | -0.7% |
| 3Y | +30.1% | +43.1% | -12.9% | +10.9% |
| 5Y | +8.5% | +35.6% | -27.1% | -9.4% |
| 10Y | +245.3% | +281.3% | -36.0% | +80.5% |
| All | +245.3% | +277.9% | -32.6% | +80.5% |
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