+388.5%
HPE vs URI
+1,189.9%
-801.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +13.6% | +9.3% | +4.3% | +9.3% |
| 30D | -27.1% | +7.6% | -34.7% | -29.2% |
| 3M | -14.5% | +1.0% | -15.5% | -14.8% |
| 6M | +66.9% | +19.8% | +47.1% | +53.4% |
| YTD | +111.3% | +41.9% | +69.5% | +74.9% |
| 1Y | +117.5% | +33.4% | +84.1% | +85.1% |
| 3Y | +238.1% | +156.0% | +82.1% | +108.5% |
| 5Y | +292.4% | +209.5% | +82.9% | +113.9% |
| All | +388.5% | +1,189.9% | -801.4% | +47.9% |
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