+371.7%
META vs HWM
+1,135.2%
-763.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -2.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -18.1% | -13.3% | -4.9% | -15.2% |
| 3M | +2.9% | -31.0% | +33.9% | +12.7% |
| 6M | +0.2% | -17.1% | +17.3% | +4.0% |
| YTD | -8.1% | -1.9% | -6.2% | -9.4% |
| 1Y | -4.5% | -2.4% | -2.1% | -5.8% |
| 3Y | +94.2% | +322.2% | -228.0% | +27.6% |
| 5Y | +79.1% | +509.8% | -430.8% | +7.7% |
| 10Y | +405.9% | +1,453.8% | -1,047.9% | +135.4% |
| All | +371.7% | +1,135.2% | -763.5% | +122.2% |
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