+184.1%
HDB vs URA
-31.1%
+215.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | -2.8% | +7.4% | -10.2% | -4.8% |
| 3M | -3.5% | -8.4% | +4.9% | -2.2% |
| 6M | -24.7% | -12.7% | -12.0% | -23.2% |
| YTD | -36.6% | +7.8% | -44.4% | -39.4% |
| 1Y | -34.4% | +19.5% | -53.8% | -39.9% |
| 3Y | -24.4% | +116.4% | -140.8% | -44.2% |
| 5Y | -35.4% | +134.3% | -169.6% | -56.1% |
| 10Y | +39.5% | +359.3% | -319.7% | -30.6% |
| All | +184.1% | -31.1% | +215.2% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling