+425.7%
META vs HL
+116.4%
+309.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.6% |
| 7D | +5.7% | +13.8% | -8.1% | +4.2% |
| 30D | -10.8% | -9.7% | -1.0% | -9.9% |
| 3M | +8.4% | -8.5% | +16.9% | +8.9% |
| 6M | +5.4% | -17.2% | +22.5% | +6.3% |
| YTD | -2.6% | -19.6% | +17.1% | -2.4% |
| 1Y | +3.5% | +11.1% | -7.6% | -0.1% |
| 3Y | +102.0% | +299.7% | -197.7% | +62.4% |
| 5Y | +93.1% | +156.5% | -63.4% | +58.6% |
| 10Y | +425.7% | +122.4% | +303.3% | +312.8% |
| All | +425.7% | +116.4% | +309.3% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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