+84.7%
META vs HPE
+276.0%
-191.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +3.1% | +13.6% | -10.5% | -0.7% |
| 30D | -18.2% | -27.1% | +8.9% | -10.9% |
| 3M | +7.8% | -14.5% | +22.3% | +10.6% |
| 6M | +3.6% | +66.9% | -63.3% | -18.8% |
| YTD | -5.3% | +111.3% | -116.6% | -33.3% |
| 1Y | +2.7% | +117.5% | -114.7% | -28.7% |
| 3Y | +91.5% | +238.1% | -146.6% | -1.0% |
| 5Y | +84.7% | +292.4% | -207.7% | -12.4% |
| All | +84.7% | +276.0% | -191.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling