+408.0%
META vs HCA
+511.6%
-103.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +5.1% | +5.4% | -0.3% | +3.7% |
| 30D | +12.0% | +3.0% | +9.0% | +11.0% |
| 3M | +14.1% | +13.0% | +1.1% | +10.2% |
| 6M | -0.9% | -20.3% | +19.4% | +4.6% |
| YTD | -1.7% | -8.2% | +6.6% | -0.4% |
| 1Y | -13.4% | +6.7% | -20.1% | -16.0% |
| 3Y | +112.6% | +60.4% | +52.2% | +80.5% |
| 5Y | +72.6% | +73.4% | -0.8% | +40.3% |
| All | +408.0% | +511.6% | -103.6% | +193.9% |
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