+433.3%
META vs HBM
+274.8%
+158.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -15.4% | -14.8% | -0.5% | -13.0% |
| 3M | +5.0% | -20.7% | +25.7% | +8.8% |
| 6M | +5.2% | -13.9% | +19.1% | +6.0% |
| YTD | -4.5% | +10.6% | -15.1% | -9.2% |
| 1Y | +0.6% | +32.4% | -31.7% | -7.7% |
| 3Y | +93.1% | +432.0% | -338.9% | +32.9% |
| 5Y | +93.7% | +205.5% | -111.8% | +40.7% |
| 10Y | +433.3% | +291.1% | +142.2% | +210.8% |
| All | +433.3% | +274.8% | +158.5% | +210.8% |
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