+81.9%
META vs HL
+145.7%
-63.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.8% | +8.9% | -9.7% | -1.9% |
| 30D | -15.4% | -10.1% | -5.3% | -14.5% |
| 3M | +3.5% | -7.0% | +10.6% | +3.8% |
| 6M | -0.3% | -18.8% | +18.5% | +0.9% |
| YTD | -7.3% | -23.1% | +15.8% | -6.8% |
| 1Y | -1.1% | +8.9% | -10.0% | -5.3% |
| 3Y | +95.1% | +255.0% | -160.0% | +45.8% |
| All | +81.9% | +145.7% | -63.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling