+57.1%
HDB vs URA
+283.4%
-226.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.9% |
| 7D | +13.3% | -4.1% | +17.5% | +14.2% |
| 30D | +13.6% | -19.0% | +32.6% | +18.1% |
| 3M | +5.8% | -25.1% | +30.9% | +11.2% |
| 6M | -1.9% | -44.5% | +42.6% | +9.1% |
| YTD | -31.2% | -24.3% | -6.9% | -29.2% |
| 1Y | -29.6% | -28.1% | -1.4% | -27.0% |
| 3Y | -10.1% | +40.7% | -50.8% | -24.1% |
| 5Y | -24.3% | +35.5% | -59.8% | -37.9% |
| All | +57.1% | +283.4% | -226.3% | -11.7% |
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