+436.0%
META vs HAL
-18.9%
+455.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | -6.5% | +9.8% | +4.4% |
| 30D | -10.8% | -2.1% | -8.6% | -10.5% |
| 3M | +7.9% | -4.9% | +12.7% | +8.5% |
| 6M | +5.4% | -19.3% | +24.7% | +8.5% |
| YTD | -2.6% | +14.3% | -16.9% | -6.0% |
| 1Y | +1.9% | +17.3% | -15.4% | -2.2% |
| 3Y | +97.0% | -10.9% | +107.9% | +93.8% |
| 5Y | +97.6% | +47.4% | +50.2% | +72.8% |
| 10Y | +436.0% | -20.8% | +456.8% | +355.8% |
| All | +436.0% | -18.9% | +455.0% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling