+400.1%
META vs HAS
+102.4%
+297.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -18.1% | +31.3% | -49.4% | -25.6% |
| 3M | +2.9% | +32.1% | -29.3% | -6.8% |
| 6M | +0.2% | +28.1% | -27.9% | -8.9% |
| YTD | -8.1% | +49.1% | -57.2% | -21.2% |
| 1Y | -4.5% | +60.5% | -65.1% | -20.3% |
| 3Y | +94.2% | +183.9% | -89.7% | +28.4% |
| 5Y | +79.1% | +51.2% | +27.9% | +46.2% |
| All | +400.1% | +102.4% | +297.7% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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