+5.6%
META vs HAL
+28.0%
-22.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +3.2% |
| 7D | +5.2% | +6.1% | -0.9% | +5.7% |
| 30D | -13.0% | +2.9% | -15.9% | -12.7% |
| 3M | +7.9% | +3.3% | +4.6% | +8.5% |
| 6M | +4.2% | -16.9% | +21.2% | +3.3% |
| YTD | -2.5% | +21.2% | -23.7% | -4.1% |
| 1Y | +5.6% | +27.5% | -22.0% | +2.9% |
| All | +5.6% | +28.0% | -22.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling