+96.7%
META vs HIG
+96.5%
+0.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +3.3% | +2.1% | +1.1% | +2.8% |
| 30D | -10.8% | +6.7% | -17.5% | -12.1% |
| 3M | +7.9% | -1.9% | +9.8% | +8.4% |
| 6M | +5.4% | +5.3% | +0.1% | +3.8% |
| YTD | -2.6% | +1.3% | -3.9% | -3.2% |
| 1Y | +1.9% | +7.2% | -5.3% | -0.5% |
| All | +96.7% | +96.5% | +0.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling