+1,511.3%
META vs HBM
+173.8%
+1,337.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.8% | -3.6% | +2.9% | -0.3% |
| 30D | -15.4% | -19.2% | +3.8% | -12.9% |
| 3M | +3.5% | -20.5% | +24.0% | +6.4% |
| 6M | -0.3% | -12.8% | +12.6% | +0.2% |
| YTD | -7.3% | +5.4% | -12.8% | -10.2% |
| 1Y | -1.1% | +33.0% | -34.0% | -7.5% |
| 3Y | +95.1% | +357.3% | -262.3% | +49.4% |
| 5Y | +80.6% | +210.4% | -129.8% | +41.2% |
| 10Y | +410.1% | +387.1% | +23.0% | +243.6% |
| All | +1,511.3% | +173.8% | +1,337.4% | +979.2% |
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