+383.3%
HPQ vs URI
+7,462.1%
-7,078.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.6% |
| 7D | -1.1% | -9.8% | +8.7% | +1.4% |
| 30D | -11.7% | +1.7% | -13.5% | -12.2% |
| 3M | +2.0% | -9.1% | +11.0% | +3.9% |
| 6M | +35.9% | +9.9% | +26.0% | +30.9% |
| YTD | +32.7% | +31.2% | +1.5% | +19.9% |
| 1Y | +14.3% | +25.9% | -11.6% | +4.5% |
| 3Y | +17.8% | +147.4% | -129.6% | -11.1% |
| 5Y | +7.6% | +179.7% | -172.2% | -22.5% |
| 10Y | +171.7% | +1,419.5% | -1,247.9% | +24.8% |
| All | +383.3% | +7,462.1% | -7,078.7% | +13.7% |
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