+134.4%
HL vs URA
+272.2%
-137.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.6% | -2.9% |
| 7D | -7.6% | +4.5% | -12.1% | -10.2% |
| 30D | -17.5% | -13.4% | -4.1% | -8.9% |
| 3M | -26.2% | -28.4% | +2.2% | -7.7% |
| 6M | -35.1% | -40.5% | +5.4% | -7.5% |
| YTD | -30.4% | -24.3% | -6.1% | -14.7% |
| 1Y | -14.0% | -28.8% | +14.9% | +9.2% |
| 3Y | +256.3% | +37.6% | +218.7% | +181.1% |
| 5Y | +112.5% | +30.7% | +81.8% | +66.3% |
| All | +134.4% | +272.2% | -137.8% | -22.6% |
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