+379.6%
META vs HD
+203.6%
+176.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +6.7% | -2.1% | +8.8% | +8.0% |
| 30D | +4.8% | -8.4% | +13.2% | +10.3% |
| 3M | -1.6% | +4.3% | -6.0% | -4.6% |
| 6M | -7.5% | -11.1% | +3.7% | -1.4% |
| YTD | -6.4% | -4.7% | -1.7% | -5.1% |
| 1Y | -17.3% | -19.8% | +2.5% | -7.3% |
| 3Y | +109.9% | +4.1% | +105.8% | +94.4% |
| 5Y | +65.4% | +10.3% | +55.0% | +46.7% |
| All | +379.6% | +203.6% | +176.0% | +165.5% |
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