+1,497.9%
META vs HBM
+169.5%
+1,328.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -2.9% |
| 7D | -3.1% | -11.9% | +8.8% | -1.4% |
| 30D | -18.1% | -23.6% | +5.5% | -15.0% |
| 3M | +2.9% | -20.5% | +23.4% | +5.8% |
| 6M | +0.2% | -7.9% | +8.1% | -0.2% |
| YTD | -8.1% | +3.8% | -11.9% | -10.8% |
| 1Y | -4.5% | +31.7% | -36.2% | -10.6% |
| 3Y | +94.2% | +342.4% | -248.2% | +49.4% |
| 5Y | +79.1% | +205.5% | -126.4% | +40.3% |
| 10Y | +405.9% | +379.4% | +26.5% | +241.5% |
| All | +1,497.9% | +169.5% | +1,328.4% | +972.7% |
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