+417.4%
HL vs URA
+121.0%
+296.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -3.2% |
| 7D | +7.1% | +8.1% | -1.0% | +1.5% |
| 30D | +21.4% | +5.8% | +15.7% | +16.8% |
| 3M | +37.4% | +3.4% | +34.0% | +34.6% |
| 6M | +0.4% | -2.6% | +3.0% | +2.9% |
| YTD | +6.7% | +11.2% | -4.5% | +2.6% |
| 1Y | +102.4% | +19.8% | +82.5% | +83.6% |
| 3Y | +417.4% | +121.5% | +296.0% | +226.5% |
| All | +417.4% | +121.0% | +296.4% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling