+447.1%
META vs HBM
+285.4%
+161.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | +3.1% | +5.1% | -2.0% | +2.2% |
| 30D | -18.2% | -15.8% | -2.4% | -15.8% |
| 3M | +7.8% | -22.4% | +30.2% | +12.1% |
| 6M | +3.6% | -20.2% | +23.8% | +5.9% |
| YTD | -5.3% | +9.0% | -14.3% | -9.7% |
| 1Y | +2.7% | +27.4% | -24.6% | -5.1% |
| 3Y | +91.5% | +424.2% | -332.7% | +32.1% |
| 5Y | +84.7% | +196.1% | -111.4% | +34.8% |
| All | +447.1% | +285.4% | +161.7% | +222.3% |
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