+370.3%
HPE vs URA
+266.3%
+104.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.2% |
| 7D | +7.9% | -1.5% | +9.4% | +8.5% |
| 30D | -23.5% | -10.4% | -13.1% | -20.3% |
| 3M | -19.1% | -29.6% | +10.6% | -8.6% |
| 6M | +51.4% | -40.3% | +91.7% | +80.6% |
| YTD | +103.4% | -25.5% | +128.9% | +121.2% |
| 1Y | +114.4% | -26.4% | +140.8% | +133.4% |
| 3Y | +224.7% | +31.4% | +193.2% | +178.0% |
| 5Y | +277.8% | +28.6% | +249.2% | +212.1% |
| All | +370.3% | +266.3% | +104.0% | +123.8% |
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