+404.3%
META vs HWM
+1,472.2%
-1,067.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -1.8% |
| 30D | -15.4% | -7.6% | -7.8% | -13.9% |
| 3M | +3.5% | -28.9% | +32.4% | +12.5% |
| 6M | -0.3% | -19.7% | +19.4% | +4.4% |
| YTD | -7.3% | +0.5% | -7.9% | -9.2% |
| 1Y | -1.1% | +0.3% | -1.3% | -3.0% |
| 3Y | +95.1% | +325.8% | -230.8% | +28.1% |
| 5Y | +80.6% | +524.7% | -444.2% | +8.1% |
| All | +404.3% | +1,472.2% | -1,067.9% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling