-4.3%
HD vs URA
-31.4%
+27.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +4.3% | -4.1% | +8.5% | +4.6% |
| 30D | +20.2% | -19.0% | +39.2% | +22.0% |
| 3M | -1.0% | -25.1% | +24.1% | +1.1% |
| 6M | +7.9% | -44.5% | +52.4% | +12.7% |
| YTD | +2.0% | -24.3% | +26.3% | +5.7% |
| 1Y | -4.3% | -28.1% | +23.8% | -0.8% |
| All | -4.3% | -31.4% | +27.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling