+362.8%
HPE vs URA
+132.7%
+230.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.5% |
| 7D | +13.6% | +5.7% | +7.9% | +11.8% |
| 30D | +7.7% | +5.6% | +2.1% | +5.9% |
| 3M | +22.4% | +6.2% | +16.2% | +20.0% |
| 6M | +172.6% | -8.2% | +180.8% | +177.3% |
| YTD | +147.5% | +9.7% | +137.9% | +136.9% |
| 1Y | +151.8% | +17.0% | +134.8% | +134.1% |
| 3Y | +267.1% | +118.5% | +148.6% | +176.7% |
| 5Y | +362.8% | +134.3% | +228.4% | +231.3% |
| All | +362.8% | +132.7% | +230.0% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling