+163.6%
HPQ vs URA
-31.1%
+194.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +6.9% | +1.1% | +5.9% | +6.5% |
| 30D | +14.4% | +7.4% | +7.1% | +11.7% |
| 3M | +25.6% | -8.4% | +34.0% | +27.6% |
| 6M | +75.0% | -12.7% | +87.8% | +77.8% |
| YTD | +50.7% | +7.8% | +42.9% | +40.4% |
| 1Y | +18.7% | +19.5% | -0.8% | +5.3% |
| 3Y | +21.5% | +116.4% | -94.9% | -16.9% |
| 5Y | +31.6% | +134.3% | -102.7% | -17.6% |
| 10Y | +216.1% | +359.3% | -143.2% | +40.8% |
| All | +163.6% | -31.1% | +194.7% | +85.6% |
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