+447.1%
META vs HYG
+57.3%
+389.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.9% |
| 30D | -18.2% | +0.4% | -18.6% | -18.8% |
| 3M | +7.8% | -1.8% | +9.7% | +12.3% |
| 6M | +3.6% | -0.7% | +4.3% | +5.4% |
| YTD | -5.3% | +0.3% | -5.6% | -5.5% |
| 1Y | +2.7% | +1.4% | +1.4% | +0.3% |
| 3Y | +91.5% | +24.1% | +67.4% | +25.6% |
| 5Y | +84.7% | +17.8% | +66.9% | +38.7% |
| All | +447.1% | +57.3% | +389.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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