+425.7%
META vs HD
+272.9%
+152.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.5% |
| 7D | +5.7% | +3.6% | +2.1% | +3.5% |
| 30D | -10.8% | +21.6% | -32.3% | -20.8% |
| 3M | +8.4% | +0.1% | +8.3% | +7.5% |
| 6M | +5.4% | +13.0% | -7.6% | -3.3% |
| YTD | -2.6% | +4.9% | -7.5% | -7.4% |
| 1Y | +3.5% | -2.1% | +5.6% | +2.3% |
| 3Y | +102.0% | +32.6% | +69.4% | +59.1% |
| 5Y | +93.1% | +8.2% | +84.8% | +71.9% |
| 10Y | +425.7% | +257.9% | +167.8% | +180.9% |
| All | +425.7% | +272.9% | +152.8% | +180.9% |
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