+96.8%
META vs HL
+247.8%
-151.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.0% |
| 7D | +5.2% | -11.1% | +16.3% | +6.1% |
| 30D | -13.0% | -12.1% | -0.9% | -12.2% |
| 3M | +7.9% | -26.1% | +34.0% | +9.9% |
| 6M | +4.2% | -37.7% | +42.0% | +7.0% |
| YTD | -2.5% | -31.7% | +29.2% | -1.1% |
| 1Y | +5.6% | -11.6% | +17.2% | +5.3% |
| 3Y | +96.8% | +249.6% | -152.8% | +74.6% |
| All | +96.8% | +247.8% | -151.0% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling