+93.4%
META vs HST
+77.1%
+16.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -1.5% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | -18.1% | +9.6% | -27.7% | -21.2% |
| 3M | +2.9% | -1.1% | +4.0% | +3.1% |
| 6M | +0.2% | +21.1% | -20.9% | -8.6% |
| YTD | -8.1% | +47.1% | -55.2% | -23.4% |
| 1Y | -4.5% | +64.0% | -68.6% | -24.7% |
| All | +93.4% | +77.1% | +16.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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