+522.9%
HPE vs URA
+187.7%
+335.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.2% |
| 7D | -18.7% | -4.1% | -14.6% | -17.3% |
| 30D | -37.9% | -19.0% | -18.9% | -32.8% |
| 3M | -14.4% | -25.1% | +10.7% | -5.0% |
| 6M | +48.2% | -44.5% | +92.7% | +82.0% |
| YTD | +88.6% | -24.3% | +112.9% | +104.4% |
| 1Y | +94.8% | -28.1% | +122.9% | +114.2% |
| 3Y | +202.7% | +40.7% | +162.0% | +150.3% |
| 5Y | +231.6% | +35.5% | +196.2% | +165.0% |
| 10Y | +361.9% | +281.2% | +80.8% | +86.8% |
| All | +522.9% | +187.7% | +335.2% | +219.2% |
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 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