+1.9%
META vs HWM
+3.8%
-1.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +4.2% |
| 7D | +5.7% | +1.6% | +4.1% | +5.3% |
| 30D | -10.8% | -3.9% | -6.8% | -10.5% |
| 3M | +8.4% | -23.2% | +31.6% | +11.8% |
| 6M | +5.4% | -20.0% | +25.4% | +7.8% |
| YTD | -2.6% | +5.7% | -8.3% | -4.5% |
| All | +1.9% | +3.8% | -1.9% | +2.0% |
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