+563.1%
HPE vs URA
+346.2%
+216.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.3% | +15.7% | +13.5% |
| 7D | +19.4% | -5.5% | +24.9% | +21.6% |
| 30D | +5.6% | -3.7% | +9.3% | +6.8% |
| 3M | +33.1% | -2.9% | +36.0% | +34.1% |
| 6M | +192.5% | -15.2% | +207.7% | +206.5% |
| YTD | +160.9% | +1.9% | +159.0% | +154.1% |
| 1Y | +155.0% | +6.9% | +148.0% | +141.2% |
| 3Y | +289.4% | +99.6% | +189.8% | +187.1% |
| 5Y | +395.7% | +101.2% | +294.5% | +244.2% |
| All | +563.1% | +346.2% | +216.9% | +200.2% |
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 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