-7.5%
HDB vs URA
+35.4%
-42.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +2.7% | -1.5% | +4.3% | +2.9% |
| 30D | +14.1% | -10.4% | +24.6% | +15.0% |
| 3M | +11.8% | -29.6% | +41.5% | +14.8% |
| 6M | +8.2% | -40.3% | +48.4% | +12.5% |
| YTD | -29.3% | -25.5% | -3.8% | -28.1% |
| 1Y | -28.8% | -26.4% | -2.4% | -27.5% |
| 3Y | -7.5% | +31.4% | -38.9% | -12.5% |
| All | -7.5% | +35.4% | -42.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling