+444.1%
META vs HWM
+1,517.9%
-1,073.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +3.3% | -1.8% | +5.0% | +3.7% |
| 30D | -10.8% | -2.7% | -8.1% | -10.3% |
| 3M | +7.9% | -22.7% | +30.6% | +14.7% |
| 6M | +5.4% | -18.9% | +24.3% | +10.2% |
| YTD | -2.6% | +7.1% | -9.7% | -6.1% |
| 1Y | +1.9% | +4.7% | -2.8% | -1.3% |
| 3Y | +97.0% | +345.6% | -248.6% | +27.4% |
| 5Y | +97.6% | +588.3% | -490.6% | +15.3% |
| All | +444.1% | +1,517.9% | -1,073.9% | +147.3% |
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