+81.9%
META vs HWM
+522.0%
-440.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -2.4% |
| 30D | -15.4% | -7.6% | -7.8% | -13.0% |
| 3M | +3.5% | -28.9% | +32.4% | +18.4% |
| 6M | -0.3% | -19.7% | +19.4% | +6.9% |
| YTD | -7.3% | +0.5% | -7.9% | -11.9% |
| 1Y | -1.1% | +0.3% | -1.3% | -5.9% |
| 3Y | +95.1% | +325.8% | -230.8% | -24.6% |
| All | +81.9% | +522.0% | -440.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling