+621.7%
HPE vs URA
+309.8%
+311.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | -2.3% | +7.4% | -9.7% | -4.9% |
| 3M | -2.9% | -8.4% | +5.5% | 0.0% |
| 6M | +143.6% | -12.7% | +156.3% | +152.9% |
| YTD | +118.5% | +7.8% | +110.7% | +108.4% |
| 1Y | +129.2% | +19.5% | +109.7% | +107.9% |
| 3Y | +212.5% | +116.4% | +96.1% | +120.2% |
| 5Y | +286.9% | +134.3% | +152.6% | +146.6% |
| 10Y | +432.3% | +359.3% | +73.1% | +111.6% |
| All | +621.7% | +309.8% | +311.9% | +225.4% |
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