+599.2%
HPE vs URA
+199.3%
+399.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.4% | +4.3% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | -28.6% | -10.8% | -17.7% | -25.3% |
| 3M | -7.4% | -25.5% | +18.2% | +3.0% |
| 6M | +63.7% | -41.2% | +104.9% | +97.2% |
| YTD | +111.7% | -21.3% | +133.0% | +126.2% |
| 1Y | +123.5% | -25.7% | +149.2% | +142.8% |
| 3Y | +238.7% | +43.1% | +195.6% | +178.5% |
| 5Y | +261.0% | +35.6% | +225.4% | +189.3% |
| 10Y | +390.2% | +281.3% | +108.9% | +100.6% |
| All | +599.2% | +199.3% | +399.9% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling