+208.2%
HDB vs URA
-51.6%
+259.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.7% |
| 7D | +13.3% | -4.1% | +17.5% | +14.4% |
| 30D | +13.6% | -19.0% | +32.6% | +19.1% |
| 3M | +5.8% | -25.1% | +30.9% | +12.6% |
| 6M | -1.9% | -44.5% | +42.6% | +11.6% |
| YTD | -31.2% | -24.3% | -6.9% | -28.8% |
| 1Y | -29.6% | -28.1% | -1.4% | -26.4% |
| 3Y | -10.1% | +40.7% | -50.8% | -26.1% |
| 5Y | -24.3% | +35.5% | -59.8% | -39.8% |
| 10Y | +59.3% | +281.2% | -221.9% | -19.0% |
| All | +208.2% | -51.6% | +259.8% | +181.2% |
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