-49.6%
URA vs HRB
+678.5%
-728.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.9% | -8.1% | +11.0% | +4.2% |
| 30D | -10.8% | +15.0% | -25.8% | -13.3% |
| 3M | -25.5% | +10.2% | -35.8% | -27.4% |
| 6M | -41.2% | +44.2% | -85.5% | -46.0% |
| YTD | -21.3% | +21.0% | -42.2% | -25.9% |
| 1Y | -25.7% | +12.0% | -37.7% | -28.9% |
| 3Y | +43.1% | +24.9% | +18.1% | +30.0% |
| 5Y | +35.6% | +144.6% | -109.0% | +2.8% |
| 10Y | +281.3% | +229.4% | +51.9% | +145.3% |
| All | -49.6% | +678.5% | -728.1% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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