+86.4%
META vs HIG
+110.6%
-24.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | +2.6% | +2.6% | +4.1% |
| 30D | -13.0% | +4.2% | -17.2% | -14.6% |
| 3M | +7.9% | +0.2% | +7.7% | +7.6% |
| 6M | +4.2% | +4.6% | -0.4% | +1.5% |
| YTD | -2.5% | +1.1% | -3.6% | -3.9% |
| 1Y | +5.6% | +4.7% | +0.9% | +2.3% |
| 3Y | +96.8% | +95.5% | +1.3% | +29.9% |
| All | +86.4% | +110.6% | -24.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling