+97.0%
META vs HBM
+448.1%
-351.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.2% |
| 3M | +7.9% | -21.3% | +29.2% | +11.7% |
| 6M | +5.4% | -12.2% | +17.6% | +5.6% |
| YTD | -2.6% | +10.7% | -13.3% | -8.4% |
| 1Y | +1.9% | +30.3% | -28.4% | -7.8% |
| 3Y | +97.0% | +432.2% | -335.3% | +31.3% |
| All | +97.0% | +448.1% | -351.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling