+243.8%
HPQ vs MET
+249.3%
-5.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.2% |
| 7D | +9.8% | -0.5% | +10.2% | +10.1% |
| 30D | +22.4% | +0.5% | +21.9% | +21.9% |
| 3M | +45.2% | +11.6% | +33.6% | +35.9% |
| 6M | +96.4% | +40.8% | +55.6% | +60.0% |
| YTD | +65.4% | +25.7% | +39.7% | +43.6% |
| 1Y | +31.6% | +24.4% | +7.2% | +15.0% |
| 3Y | +37.0% | +67.5% | -30.4% | -0.6% |
| 5Y | +53.0% | +85.8% | -32.8% | +3.2% |
| All | +243.8% | +249.3% | -5.5% | +60.7% |
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