+114.4%
META vs HCA
+57.7%
+56.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.6% | +5.9% |
| 7D | +10.3% | +4.9% | +5.3% | +9.6% |
| 30D | +9.9% | +1.9% | +8.0% | +9.5% |
| 3M | +11.9% | +12.7% | -0.8% | +10.1% |
| 6M | +1.2% | -22.3% | +23.5% | +4.1% |
| YTD | -0.8% | -9.3% | +8.5% | +0.1% |
| 1Y | -14.3% | +2.7% | -17.1% | -15.0% |
| All | +114.4% | +57.7% | +56.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling