+143.4%
HPE vs URI
+5.1%
+138.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.2% | +7.6% |
| 7D | +10.1% | +2.5% | +7.6% | +9.6% |
| 30D | +5.3% | -12.5% | +17.8% | +8.0% |
| 3M | +12.7% | -6.2% | +18.9% | +14.1% |
| 6M | +167.7% | +25.9% | +141.8% | +154.6% |
| YTD | +135.5% | +26.2% | +109.3% | +119.1% |
| 1Y | +143.4% | +5.5% | +137.9% | +137.3% |
| All | +143.4% | +5.1% | +138.3% | +137.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling