+436.0%
META vs HCA
+652.5%
-216.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | +9.0% | -5.7% | +0.9% |
| 30D | -10.8% | +11.8% | -22.6% | -13.4% |
| 3M | +7.9% | +22.1% | -14.2% | +2.1% |
| 6M | +5.4% | +16.4% | -11.0% | +0.7% |
| YTD | -2.6% | +8.6% | -11.2% | -5.8% |
| 1Y | +1.9% | +10.6% | -8.7% | -2.0% |
| 3Y | +97.0% | +121.7% | -24.7% | +52.4% |
| 5Y | +97.6% | +114.5% | -16.8% | +51.4% |
| 10Y | +436.0% | +657.1% | -221.0% | +194.9% |
| All | +436.0% | +652.5% | -216.4% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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