+379.8%
HPQ vs URI
+7,982.2%
-7,602.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.6% | -2.5% |
| 7D | -0.6% | -4.0% | +3.4% | +0.2% |
| 30D | -6.5% | +6.8% | -13.3% | -8.2% |
| 3M | -5.1% | -2.8% | -2.3% | -5.0% |
| 6M | +27.3% | +20.9% | +6.4% | +19.5% |
| YTD | +31.7% | +40.2% | -8.6% | +16.9% |
| 1Y | +13.0% | +34.1% | -21.1% | +1.5% |
| 3Y | +18.3% | +164.1% | -145.8% | -12.3% |
| 5Y | +7.4% | +199.3% | -192.0% | -24.0% |
| 10Y | +154.8% | +1,218.8% | -1,064.1% | +20.7% |
| All | +379.8% | +7,982.2% | -7,602.4% | +10.9% |
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