+540.2%
HPE vs URI
+1,196.9%
-656.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.6% |
| 7D | +13.6% | +5.0% | +8.6% | +11.3% |
| 30D | +7.7% | -9.4% | +17.1% | +12.2% |
| 3M | +22.4% | -5.8% | +28.2% | +24.8% |
| 6M | +172.6% | +25.8% | +146.8% | +140.9% |
| YTD | +147.5% | +27.9% | +119.6% | +114.6% |
| 1Y | +151.8% | +9.7% | +142.1% | +133.0% |
| 3Y | +267.1% | +128.0% | +139.1% | +139.8% |
| 5Y | +362.8% | +212.4% | +150.4% | +154.4% |
| 10Y | +540.2% | +1,271.8% | -731.7% | +105.5% |
| All | +540.2% | +1,196.9% | -656.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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