+1,100.4%
META vs HLT
+653.9%
+446.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | -3.3% | +10.0% | +8.3% |
| 30D | +4.8% | -4.1% | +8.8% | +6.5% |
| 3M | -1.6% | -7.9% | +6.3% | +1.7% |
| 6M | -7.5% | +2.2% | -9.6% | -9.0% |
| YTD | -6.4% | +8.5% | -14.9% | -10.6% |
| 1Y | -17.3% | +12.1% | -29.5% | -22.6% |
| 3Y | +109.9% | +107.6% | +2.3% | +49.7% |
| 5Y | +65.4% | +156.4% | -91.0% | +7.8% |
| 10Y | +391.8% | +566.3% | -174.5% | +112.3% |
| All | +1,100.4% | +653.9% | +446.5% | +395.2% |
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