-0.3%
META vs HPE
+49.4%
-49.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | -18.7% | +17.9% | +0.6% |
| 30D | -15.4% | -37.9% | +22.5% | -13.3% |
| 3M | +3.5% | -14.4% | +17.9% | +4.6% |
| 6M | -0.3% | +48.2% | -48.5% | +6.1% |
| All | -0.3% | +49.4% | -49.6% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling