+563.1%
HPE vs MET
+249.3%
+313.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.2% |
| 7D | +19.4% | -0.5% | +19.9% | +19.6% |
| 30D | +5.6% | +0.5% | +5.1% | +5.2% |
| 3M | +33.1% | +11.6% | +21.5% | +22.5% |
| 6M | +192.5% | +40.8% | +151.7% | +129.3% |
| YTD | +160.9% | +25.7% | +135.3% | +120.4% |
| 1Y | +155.0% | +24.4% | +130.6% | +117.1% |
| 3Y | +289.4% | +67.5% | +221.9% | +170.4% |
| 5Y | +395.7% | +85.8% | +309.8% | +217.5% |
| All | +563.1% | +249.3% | +313.8% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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