+225.0%
HPE vs URI
+121.2%
+103.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.1% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | -2.3% | -12.9% | +10.7% | +2.9% |
| 3M | -2.9% | -6.7% | +3.9% | -0.7% |
| 6M | +143.6% | +19.0% | +124.6% | +122.6% |
| YTD | +118.5% | +25.5% | +93.0% | +91.7% |
| 1Y | +129.2% | +5.5% | +123.7% | +118.2% |
| All | +225.0% | +121.2% | +103.8% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling