+0.6%
META vs HL
-6.8%
+7.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.3% |
| 30D | -15.4% | -16.2% | +0.8% | -14.1% |
| 3M | +5.0% | -20.5% | +25.5% | +6.7% |
| 6M | +5.2% | -31.7% | +36.8% | +7.9% |
| YTD | -4.5% | -26.4% | +21.9% | -3.3% |
| 1Y | +0.6% | -4.3% | +4.9% | +0.2% |
| All | +0.6% | -6.8% | +7.4% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling