+404.3%
META vs HD
+257.8%
+146.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.9% |
| 7D | -0.8% | +4.3% | -5.1% | -3.4% |
| 30D | -15.4% | +20.2% | -35.6% | -24.6% |
| 3M | +3.5% | -1.0% | +4.5% | +3.2% |
| 6M | -0.3% | +7.9% | -8.2% | -6.1% |
| YTD | -7.3% | +2.0% | -9.3% | -10.5% |
| 1Y | -1.1% | -4.3% | +3.2% | -1.0% |
| 3Y | +95.1% | +25.9% | +69.1% | +58.5% |
| 5Y | +80.6% | +5.8% | +74.7% | +62.7% |
| All | +404.3% | +257.8% | +146.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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