-17.3%
META vs HWM
+48.6%
-65.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -2.1% | +8.8% | +6.9% |
| 30D | +4.8% | -11.0% | +15.7% | +6.4% |
| 3M | -1.6% | +4.0% | -5.7% | -3.0% |
| 6M | -7.5% | -0.2% | -7.2% | -9.7% |
| YTD | -6.4% | +26.7% | -33.0% | -10.4% |
| 1Y | -17.3% | +44.7% | -62.1% | -20.7% |
| All | -17.3% | +48.6% | -65.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling