+107.3%
META vs HD
+4.5%
+102.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +6.7% | -2.1% | +8.8% | +7.5% |
| 30D | +4.8% | -8.4% | +13.2% | +8.3% |
| 3M | -1.6% | +4.3% | -6.0% | -3.4% |
| 6M | -7.5% | -11.1% | +3.7% | -3.9% |
| YTD | -6.4% | -4.7% | -1.7% | -5.8% |
| 1Y | -17.3% | -19.8% | +2.5% | -10.8% |
| All | +107.3% | +4.5% | +102.8% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling