+249.3%
HL vs URA
+132.7%
+116.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.8% |
| 7D | +0.4% | +5.7% | -5.3% | -3.2% |
| 30D | +18.8% | +5.6% | +13.2% | +14.7% |
| 3M | +43.7% | +6.2% | +37.5% | +38.9% |
| 6M | -1.0% | -8.2% | +7.2% | +5.1% |
| YTD | +8.7% | +9.7% | -0.9% | +5.0% |
| 1Y | +105.0% | +17.0% | +88.0% | +88.0% |
| 3Y | +427.3% | +118.5% | +308.8% | +223.7% |
| 5Y | +249.3% | +134.3% | +115.0% | +105.3% |
| All | +249.3% | +132.7% | +116.6% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling