+525.6%
META vs HPE
+457.3%
+68.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | -0.8% | -18.7% | +17.9% | +4.9% |
| 30D | -15.4% | -37.9% | +22.5% | -3.9% |
| 3M | +3.5% | -14.4% | +17.9% | +5.9% |
| 6M | -0.3% | +48.2% | -48.5% | -16.5% |
| YTD | -7.3% | +88.6% | -95.9% | -29.1% |
| 1Y | -1.1% | +94.8% | -95.9% | -25.4% |
| 3Y | +95.1% | +202.7% | -107.6% | +21.0% |
| 5Y | +80.6% | +231.6% | -151.1% | +7.8% |
| 10Y | +410.1% | +361.9% | +48.2% | +162.8% |
| All | +525.6% | +457.3% | +68.3% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling