+243.8%
HPQ vs URA
+346.2%
-102.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.3% | +11.7% | +9.3% |
| 7D | +9.8% | -5.5% | +15.3% | +11.2% |
| 30D | +22.4% | -3.7% | +26.0% | +23.0% |
| 3M | +45.2% | -2.9% | +48.1% | +44.8% |
| 6M | +96.4% | -15.2% | +111.7% | +100.8% |
| YTD | +65.4% | +1.9% | +63.5% | +56.6% |
| 1Y | +31.6% | +6.9% | +24.6% | +21.1% |
| 3Y | +37.0% | +99.6% | -62.6% | -3.3% |
| 5Y | +53.0% | +101.2% | -48.2% | +1.7% |
| All | +243.8% | +346.2% | -102.3% | +50.3% |
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