+462.9%
META vs HL
+132.4%
+330.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.1% |
| 7D | +5.2% | -11.1% | +16.3% | +6.4% |
| 30D | -13.0% | -12.1% | -0.9% | -11.9% |
| 3M | +7.9% | -26.1% | +34.0% | +10.8% |
| 6M | +4.2% | -37.7% | +42.0% | +8.3% |
| YTD | -2.5% | -31.7% | +29.2% | -0.7% |
| 1Y | +5.6% | -11.6% | +17.2% | +4.4% |
| 3Y | +96.8% | +249.6% | -152.8% | +60.5% |
| 5Y | +90.0% | +108.5% | -18.5% | +59.5% |
| All | +462.9% | +132.4% | +330.6% | +330.3% |
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