-35.7%
HDB vs URA
+128.0%
-163.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.4% | +1.1% | -0.6% | +0.3% |
| 30D | -2.8% | +7.4% | -10.2% | -4.0% |
| 3M | -3.5% | -8.4% | +4.9% | -2.7% |
| 6M | -24.7% | -12.7% | -12.0% | -23.8% |
| YTD | -36.6% | +7.8% | -44.4% | -38.1% |
| 1Y | -34.4% | +19.5% | -53.8% | -37.6% |
| 3Y | -24.4% | +116.4% | -140.8% | -37.6% |
| All | -35.7% | +128.0% | -163.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling