-14.3%
META vs HLT
+11.0%
-25.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +6.3% |
| 7D | +10.3% | -1.5% | +11.7% | +10.7% |
| 30D | +9.9% | -1.2% | +11.1% | +10.1% |
| 3M | +11.9% | -10.3% | +22.3% | +15.5% |
| 6M | +1.2% | +1.3% | -0.1% | -0.7% |
| YTD | -0.8% | +7.0% | -7.8% | -3.4% |
| 1Y | -14.3% | +11.9% | -26.2% | -17.8% |
| All | -14.3% | +11.0% | -25.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling