+108.3%
META vs HL
+407.7%
-299.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +6.7% | +1.5% | +5.2% | +6.6% |
| 30D | +4.8% | +25.1% | -20.3% | +3.1% |
| 3M | -1.6% | +22.9% | -24.5% | -3.3% |
| 6M | -7.5% | -4.9% | -2.6% | -7.9% |
| YTD | -6.4% | +7.8% | -14.2% | -7.7% |
| 1Y | -17.3% | +133.9% | -151.2% | -22.7% |
| All | +108.3% | +407.7% | -299.4% | +82.6% |
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