+575.2%
HLT vs URA
+346.2%
+229.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | -1.6% | -5.5% | +3.9% | -0.3% |
| 30D | -5.0% | -3.7% | -1.3% | -4.4% |
| 3M | -10.4% | -2.9% | -7.5% | -10.3% |
| 6M | +3.2% | -15.2% | +18.5% | +6.0% |
| YTD | +6.7% | +1.9% | +4.9% | +3.0% |
| 1Y | +10.3% | +6.9% | +3.3% | +3.2% |
| 3Y | +99.3% | +99.6% | -0.3% | +48.2% |
| 5Y | +143.7% | +101.2% | +42.5% | +72.1% |
| All | +575.2% | +346.2% | +229.1% | +236.5% |
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 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