+131.8%
HPQ vs URA
-50.4%
+182.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -5.9% | -14.8% | +8.9% | -1.7% |
| 3M | -3.7% | -25.3% | +21.6% | +3.8% |
| 6M | +28.1% | -39.9% | +68.0% | +45.7% |
| YTD | +32.5% | -22.4% | +54.9% | +35.0% |
| 1Y | +18.1% | -29.0% | +47.1% | +23.4% |
| 3Y | +16.4% | +41.0% | -24.5% | -9.1% |
| 5Y | +8.9% | +38.3% | -29.5% | -18.0% |
| 10Y | +157.6% | +276.1% | -118.4% | +19.9% |
| All | +131.8% | -50.4% | +182.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling