+130.0%
HL vs URA
+266.3%
-136.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.8% |
| 7D | -11.1% | -1.5% | -9.6% | -10.1% |
| 30D | -12.1% | -10.4% | -1.7% | -5.2% |
| 3M | -26.1% | -29.6% | +3.5% | -6.5% |
| 6M | -37.7% | -40.3% | +2.5% | -11.4% |
| YTD | -31.7% | -25.5% | -6.2% | -15.4% |
| 1Y | -11.6% | -26.4% | +14.8% | +9.9% |
| 3Y | +249.6% | +31.4% | +218.2% | +184.4% |
| 5Y | +108.5% | +28.6% | +79.9% | +65.0% |
| All | +130.0% | +266.3% | -136.3% | -23.2% |
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 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