+203.4%
URI vs HDB
-35.4%
+238.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -12.9% | -2.8% | -10.1% | -12.2% |
| 3M | -6.7% | -3.5% | -3.2% | -6.1% |
| 6M | +19.0% | -24.7% | +43.7% | +30.1% |
| YTD | +25.5% | -36.6% | +62.1% | +45.5% |
| 1Y | +5.5% | -34.4% | +39.9% | +20.5% |
| 3Y | +111.3% | -24.4% | +135.7% | +121.8% |
| All | +203.4% | -35.4% | +238.8% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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