+571.9%
HPE vs MET
+244.7%
+327.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +7.9% | +4.5% | +3.4% | +4.9% |
| 30D | -23.5% | +3.5% | -27.0% | -25.3% |
| 3M | -19.1% | +5.9% | -25.0% | -22.4% |
| 6M | +51.4% | +33.1% | +18.3% | +23.5% |
| YTD | +103.4% | +33.6% | +69.9% | +64.9% |
| 1Y | +114.4% | +32.7% | +81.7% | +74.5% |
| 3Y | +224.7% | +85.0% | +139.6% | +111.8% |
| 5Y | +277.8% | +85.6% | +192.2% | +143.4% |
| 10Y | +371.1% | +198.8% | +172.2% | +109.2% |
| All | +571.9% | +244.7% | +327.2% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling