+436.0%
META vs HIG
+268.7%
+167.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +3.3% | +2.1% | +1.1% | +2.6% |
| 30D | -10.8% | +6.7% | -17.5% | -12.5% |
| 3M | +7.9% | -1.9% | +9.8% | +8.3% |
| 6M | +5.4% | +5.3% | +0.1% | +3.2% |
| YTD | -2.6% | +1.3% | -3.9% | -3.6% |
| 1Y | +1.9% | +7.2% | -5.3% | -0.9% |
| 3Y | +97.0% | +96.6% | +0.3% | +57.7% |
| 5Y | +97.6% | +110.0% | -12.4% | +54.3% |
| 10Y | +436.0% | +268.4% | +167.7% | +278.4% |
| All | +436.0% | +268.7% | +167.4% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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