+79.1%
META vs HDB
-26.0%
+105.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | -3.1% | +13.3% | -16.4% | -7.7% |
| 30D | -18.1% | +10.2% | -28.3% | -21.2% |
| 3M | +2.9% | +3.6% | -0.7% | +1.1% |
| 6M | +0.2% | -0.5% | +0.7% | -0.6% |
| YTD | -8.1% | -32.4% | +24.3% | +5.4% |
| 1Y | -4.5% | -31.1% | +26.5% | +8.5% |
| 3Y | +94.2% | -12.6% | +106.8% | +91.7% |
| 5Y | +79.1% | -25.7% | +104.7% | +85.7% |
| All | +79.1% | -26.0% | +105.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling