+157.1%
HPQ vs URA
+277.9%
-120.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -3.2% | +2.9% | -6.1% | -4.1% |
| 30D | -3.0% | -10.8% | +7.8% | -0.4% |
| 3M | +0.6% | -25.5% | +26.1% | +7.6% |
| 6M | +36.6% | -41.2% | +77.8% | +54.6% |
| YTD | +35.0% | -21.3% | +56.3% | +36.1% |
| 1Y | +23.1% | -25.7% | +48.8% | +25.9% |
| 3Y | +18.6% | +43.1% | -24.4% | -7.9% |
| 5Y | +10.3% | +35.6% | -25.2% | -16.3% |
| 10Y | +157.1% | +281.3% | -124.2% | +15.9% |
| All | +157.1% | +277.9% | -120.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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