-31.0%
URA vs HRB
+649.2%
-680.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.5% |
| 7D | +1.1% | -5.7% | +6.7% | +2.1% |
| 30D | +7.4% | +7.9% | -0.5% | +5.6% |
| 3M | -8.4% | +32.1% | -40.5% | -13.8% |
| 6M | -12.7% | +62.2% | -75.0% | -22.2% |
| YTD | +7.8% | +16.4% | -8.6% | +2.7% |
| 1Y | +19.5% | -0.3% | +19.7% | +17.3% |
| 3Y | +116.4% | +36.0% | +80.4% | +92.9% |
| 5Y | +134.3% | +125.2% | +9.1% | +81.3% |
| 10Y | +359.3% | +237.7% | +121.6% | +192.9% |
| All | -31.0% | +649.2% | -680.1% | -72.6% |
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