-1.1%
META vs HPE
+92.5%
-93.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | -18.7% | +17.9% | +1.1% |
| 30D | -15.4% | -37.9% | +22.5% | -12.1% |
| 3M | +3.5% | -14.4% | +17.9% | +4.5% |
| 6M | -0.3% | +48.2% | -48.5% | -6.3% |
| YTD | -7.3% | +88.6% | -95.9% | -17.3% |
| 1Y | -1.1% | +94.8% | -95.9% | -12.7% |
| All | -1.1% | +92.5% | -93.6% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling