+34.0%
HDB vs URA
+371.9%
-337.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.6% |
| 7D | -2.0% | +8.1% | -10.1% | -3.6% |
| 30D | -4.9% | +5.8% | -10.6% | -6.2% |
| 3M | -2.3% | +3.4% | -5.7% | -3.5% |
| 6M | -23.7% | -2.6% | -21.1% | -24.1% |
| YTD | -38.5% | +11.2% | -49.6% | -41.1% |
| 1Y | -36.5% | +19.8% | -56.3% | -40.9% |
| 3Y | -28.5% | +121.5% | -149.9% | -45.1% |
| 5Y | -37.4% | +134.5% | -171.8% | -55.0% |
| 10Y | +34.0% | +376.7% | -342.6% | -27.5% |
| All | +34.0% | +371.9% | -337.9% | -27.5% |
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