+181.4%
HL vs URA
-31.1%
+212.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +1.5% | +1.1% | +0.4% | +0.8% |
| 30D | +25.1% | +7.4% | +17.7% | +19.2% |
| 3M | +22.9% | -8.4% | +31.3% | +31.3% |
| 6M | -4.9% | -12.7% | +7.8% | +5.0% |
| YTD | +7.8% | +7.8% | 0.0% | +4.0% |
| 1Y | +133.9% | +19.5% | +114.4% | +107.4% |
| 3Y | +380.9% | +116.4% | +264.5% | +173.3% |
| 5Y | +230.2% | +134.3% | +95.9% | +64.8% |
| 10Y | +265.6% | +359.3% | -93.7% | +6.9% |
| All | +181.4% | -31.1% | +212.5% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling