+1,511.3%
META vs HRB
+517.3%
+994.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +1.6% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | -15.4% | +22.1% | -37.5% | -18.8% |
| 3M | +3.5% | +15.7% | -12.2% | -0.1% |
| 6M | -0.3% | +83.3% | -83.6% | -12.9% |
| YTD | -7.3% | +25.0% | -32.3% | -12.8% |
| 1Y | -1.1% | +6.9% | -8.0% | -4.0% |
| 3Y | +95.1% | +39.0% | +56.0% | +74.4% |
| 5Y | +80.6% | +146.4% | -65.8% | +39.6% |
| 10Y | +410.1% | +254.4% | +155.7% | +231.7% |
| All | +1,511.3% | +517.3% | +994.0% | +944.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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