+1,511.3%
META vs HPQ
+349.0%
+1,162.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.8% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -15.4% | -11.7% | -3.7% | -12.8% |
| 3M | +3.5% | +2.0% | +1.5% | +1.2% |
| 6M | -0.3% | +35.9% | -36.1% | -12.3% |
| YTD | -7.3% | +32.7% | -40.0% | -18.5% |
| 1Y | -1.1% | +14.3% | -15.4% | -9.0% |
| 3Y | +95.1% | +17.8% | +77.2% | +72.0% |
| 5Y | +80.6% | +7.6% | +73.0% | +63.8% |
| 10Y | +410.1% | +171.7% | +238.5% | +251.7% |
| All | +1,511.3% | +349.0% | +1,162.2% | +876.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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