+444.1%
META vs HBM
+275.0%
+169.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | +3.3% | +2.4% | +0.9% | +2.8% |
| 30D | -10.8% | -16.0% | +5.2% | -8.1% |
| 3M | +7.9% | -21.3% | +29.2% | +11.9% |
| 6M | +5.4% | -12.2% | +17.6% | +5.8% |
| YTD | -2.6% | +10.7% | -13.3% | -7.4% |
| 1Y | +1.9% | +30.3% | -28.4% | -6.3% |
| 3Y | +97.0% | +432.2% | -335.3% | +35.6% |
| 5Y | +97.6% | +218.8% | -121.2% | +42.6% |
| All | +444.1% | +275.0% | +169.1% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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