+261.2%
HL vs URA
+361.2%
-100.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.4% |
| 7D | -5.6% | -1.5% | -4.1% | -4.7% |
| 30D | +12.7% | -0.4% | +13.1% | +13.0% |
| 3M | +42.5% | +6.3% | +36.3% | +37.6% |
| 6M | -9.0% | -14.0% | +5.0% | +1.1% |
| YTD | +4.4% | +5.3% | -0.9% | +2.6% |
| 1Y | +82.7% | +11.7% | +71.0% | +70.0% |
| 3Y | +406.3% | +109.8% | +296.5% | +200.0% |
| 5Y | +238.2% | +108.0% | +130.2% | +89.1% |
| All | +261.2% | +361.2% | -100.0% | +35.0% |
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 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