+365.4%
HPE vs URI
+1,313.6%
-948.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.9% | -0.7% | +3.2% |
| 7D | -7.1% | -4.0% | -3.1% | -5.2% |
| 30D | -35.3% | +6.8% | -42.1% | -36.9% |
| 3M | -10.4% | -2.8% | -7.6% | -9.3% |
| 6M | +52.5% | +20.9% | +31.6% | +39.5% |
| YTD | +100.3% | +40.2% | +60.0% | +66.6% |
| 1Y | +106.4% | +34.1% | +72.3% | +75.3% |
| 3Y | +227.4% | +164.1% | +63.3% | +99.2% |
| 5Y | +250.6% | +199.3% | +51.2% | +93.9% |
| 10Y | +365.4% | +1,218.8% | -853.5% | +42.6% |
| All | +365.4% | +1,313.6% | -948.3% | +42.6% |
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