+1,497.9%
META vs HD
+943.0%
+554.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.1% |
| 7D | -3.1% | +6.4% | -9.5% | -6.5% |
| 30D | -18.1% | +22.1% | -40.2% | -27.0% |
| 3M | +2.9% | -0.2% | +3.0% | +2.1% |
| 6M | +0.2% | +12.6% | -12.4% | -7.4% |
| YTD | -8.1% | +3.9% | -12.0% | -11.8% |
| 1Y | -4.5% | -3.7% | -0.8% | -4.7% |
| 3Y | +94.2% | +27.9% | +66.3% | +60.2% |
| 5Y | +79.1% | +7.8% | +71.3% | +62.2% |
| 10Y | +405.9% | +269.4% | +136.5% | +156.3% |
| All | +1,497.9% | +943.0% | +554.9% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling