+1,527.5%
META vs HBM
+259.1%
+1,268.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.7% | -6.4% | +13.1% | +7.7% |
| 30D | +4.8% | +5.9% | -1.2% | +3.7% |
| 3M | -1.6% | -8.9% | +7.3% | -1.1% |
| 6M | -7.5% | +10.7% | -18.1% | -10.1% |
| YTD | -6.4% | +38.3% | -44.7% | -12.5% |
| 1Y | -17.3% | +121.3% | -138.7% | -28.2% |
| 3Y | +109.9% | +450.6% | -340.7% | +56.7% |
| 5Y | +65.4% | +338.0% | -272.6% | +23.4% |
| 10Y | +391.8% | +578.6% | -186.8% | +218.0% |
| All | +1,527.5% | +259.1% | +1,268.3% | +951.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling