+65.9%
HDB vs URA
+272.2%
-206.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.4% |
| 7D | +4.1% | +4.5% | -0.4% | +3.2% |
| 30D | +13.0% | -13.4% | +26.4% | +15.9% |
| 3M | +11.3% | -28.4% | +39.7% | +18.1% |
| 6M | +6.9% | -40.5% | +47.4% | +17.2% |
| YTD | -29.6% | -24.3% | -5.4% | -27.6% |
| 1Y | -29.5% | -28.8% | -0.7% | -26.8% |
| 3Y | -8.1% | +37.6% | -45.7% | -22.0% |
| 5Y | -23.4% | +30.7% | -54.1% | -36.4% |
| All | +65.9% | +272.2% | -206.3% | -4.7% |
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