+522.9%
HPE vs URI
+1,549.6%
-1,026.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -18.7% | -9.8% | -8.9% | -14.9% |
| 30D | -37.9% | +1.7% | -39.6% | -38.2% |
| 3M | -14.4% | -9.1% | -5.3% | -10.9% |
| 6M | +48.2% | +9.9% | +38.4% | +41.6% |
| YTD | +88.6% | +31.2% | +57.4% | +62.5% |
| 1Y | +94.8% | +25.9% | +68.8% | +70.8% |
| 3Y | +202.7% | +147.4% | +55.3% | +93.4% |
| 5Y | +231.6% | +179.7% | +51.9% | +94.1% |
| 10Y | +361.9% | +1,419.5% | -1,057.6% | +28.7% |
| All | +522.9% | +1,549.6% | -1,026.7% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling