+93.1%
META vs HLT
+150.8%
-57.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.7% |
| 7D | +5.7% | +2.3% | +3.4% | +4.3% |
| 30D | -10.8% | +14.3% | -25.0% | -17.9% |
| 3M | +8.4% | +17.6% | -9.2% | -2.3% |
| 6M | +5.4% | +17.9% | -12.5% | -5.8% |
| YTD | -2.6% | +30.1% | -32.7% | -18.9% |
| 1Y | +3.5% | +36.8% | -33.3% | -17.0% |
| 3Y | +102.0% | +137.6% | -35.6% | +10.2% |
| 5Y | +93.1% | +154.9% | -61.8% | -2.4% |
| All | +93.1% | +150.8% | -57.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling