+433.3%
META vs HPE
+396.4%
+37.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -3.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.5% |
| 30D | -15.4% | -28.6% | +13.2% | -7.2% |
| 3M | +5.0% | -7.4% | +12.4% | +5.0% |
| 6M | +5.2% | +63.7% | -58.5% | -15.3% |
| YTD | -4.5% | +111.7% | -116.2% | -30.5% |
| 1Y | +0.6% | +123.5% | -122.9% | -28.4% |
| 3Y | +93.1% | +238.7% | -145.6% | +12.2% |
| 5Y | +93.7% | +261.0% | -167.3% | +8.7% |
| 10Y | +433.3% | +390.2% | +43.2% | +159.8% |
| All | +433.3% | +396.4% | +37.0% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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