+102.0%
META vs HLT
+138.9%
-36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.7% |
| 7D | +5.7% | +2.3% | +3.4% | +4.4% |
| 30D | -10.8% | +14.3% | -25.0% | -17.1% |
| 3M | +8.4% | +17.6% | -9.2% | -1.2% |
| 6M | +5.4% | +17.9% | -12.5% | -4.7% |
| YTD | -2.6% | +30.1% | -32.7% | -17.9% |
| 1Y | +3.5% | +36.8% | -33.3% | -16.0% |
| 3Y | +102.0% | +137.6% | -35.6% | +11.6% |
| All | +102.0% | +138.9% | -36.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling