+81.9%
META vs HST
+71.5%
+10.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -2.7% | +1.9% | +0.5% |
| 30D | -15.4% | +10.7% | -26.1% | -19.6% |
| 3M | +3.5% | +6.3% | -2.7% | +0.2% |
| 6M | -0.3% | +19.0% | -19.2% | -9.2% |
| YTD | -7.3% | +47.0% | -54.4% | -24.3% |
| 1Y | -1.1% | +53.4% | -54.5% | -21.2% |
| 3Y | +95.1% | +78.0% | +17.1% | +38.9% |
| All | +81.9% | +71.5% | +10.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling