+462.9%
META vs HLT
+694.7%
-231.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | -13.0% | +13.7% | -26.7% | -18.2% |
| 3M | +7.9% | +16.3% | -8.4% | +0.3% |
| 6M | +4.2% | +19.9% | -15.7% | -4.9% |
| YTD | -2.5% | +30.1% | -32.6% | -14.8% |
| 1Y | +5.6% | +38.5% | -32.9% | -10.7% |
| 3Y | +96.8% | +131.0% | -34.3% | +30.9% |
| 5Y | +90.0% | +163.7% | -73.6% | +18.1% |
| All | +462.9% | +694.7% | -231.8% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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