+380.5%
META vs HWM
+1,494.1%
-1,113.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -2.1% | +8.8% | +7.2% |
| 30D | +4.8% | -11.0% | +15.7% | +7.8% |
| 3M | -1.6% | +4.0% | -5.7% | -3.2% |
| 6M | -7.5% | -0.2% | -7.2% | -8.2% |
| YTD | -6.4% | +26.7% | -33.0% | -13.3% |
| 1Y | -17.3% | +44.7% | -62.1% | -26.3% |
| 3Y | +109.9% | +426.1% | -316.2% | +30.6% |
| 5Y | +65.4% | +738.5% | -673.1% | -7.8% |
| All | +380.5% | +1,494.1% | -1,113.6% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling