+531.9%
META vs HPE
+545.6%
-13.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.3% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +4.8% | -2.3% | +7.0% | +5.1% |
| 3M | -1.6% | -2.9% | +1.2% | -1.9% |
| 6M | -7.5% | +143.6% | -151.0% | -33.0% |
| YTD | -6.4% | +118.5% | -124.9% | -30.1% |
| 1Y | -17.3% | +129.2% | -146.5% | -39.7% |
| 3Y | +109.9% | +212.5% | -102.6% | +32.2% |
| 5Y | +65.4% | +286.9% | -221.5% | -3.9% |
| 10Y | +391.8% | +432.3% | -40.5% | +147.5% |
| All | +531.9% | +545.6% | -13.8% | +191.3% |
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