+1,149.3%
META vs HLT
+820.1%
+329.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | +3.3% | +4.4% | -1.1% | +1.3% |
| 30D | -10.8% | +16.3% | -27.0% | -16.7% |
| 3M | +7.9% | +22.2% | -14.3% | -1.7% |
| 6M | +5.4% | +20.0% | -14.6% | -3.6% |
| YTD | -2.6% | +32.4% | -35.0% | -15.0% |
| 1Y | +1.9% | +38.6% | -36.7% | -13.2% |
| 3Y | +97.0% | +136.4% | -39.5% | +32.2% |
| 5Y | +97.6% | +162.8% | -65.1% | +25.6% |
| 10Y | +436.0% | +720.3% | -284.3% | +110.7% |
| All | +1,149.3% | +820.1% | +329.3% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling