+1,497.9%
META vs HST
+200.3%
+1,297.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -2.1% |
| 7D | -3.1% | -4.2% | +1.1% | -1.8% |
| 30D | -18.1% | +9.6% | -27.7% | -20.5% |
| 3M | +2.9% | -1.1% | +4.0% | +3.0% |
| 6M | +0.2% | +21.1% | -20.9% | -6.2% |
| YTD | -8.1% | +47.1% | -55.2% | -19.2% |
| 1Y | -4.5% | +64.0% | -68.6% | -19.2% |
| 3Y | +94.2% | +77.1% | +17.1% | +58.8% |
| 5Y | +79.1% | +71.8% | +7.3% | +46.4% |
| 10Y | +405.9% | +146.3% | +259.6% | +249.2% |
| All | +1,497.9% | +200.3% | +1,297.6% | +1,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling