+425.7%
META vs HWM
+1,636.6%
-1,211.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.8% |
| 7D | +5.7% | +1.6% | +4.1% | +5.2% |
| 30D | -10.8% | -3.9% | -6.8% | -10.0% |
| 3M | +8.4% | -23.2% | +31.6% | +15.5% |
| 6M | +5.4% | -20.0% | +25.4% | +10.6% |
| YTD | -2.6% | +5.7% | -8.3% | -5.8% |
| 1Y | +3.5% | +4.9% | -1.4% | +0.3% |
| 3Y | +102.0% | +347.0% | -245.0% | +31.0% |
| 5Y | +93.1% | +563.0% | -469.9% | +13.9% |
| 10Y | +425.7% | +1,579.2% | -1,153.5% | +149.8% |
| All | +425.7% | +1,636.6% | -1,211.0% | +149.8% |
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