+462.9%
META vs HYG
+57.2%
+405.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | -0.4% | +5.5% | +6.0% |
| 30D | -13.0% | +0.7% | -13.7% | -14.3% |
| 3M | +7.9% | -2.1% | +10.0% | +13.0% |
| 6M | +4.2% | -0.8% | +5.1% | +6.3% |
| YTD | -2.5% | +0.3% | -2.8% | -2.6% |
| 1Y | +5.6% | +1.8% | +3.8% | +2.3% |
| 3Y | +96.8% | +24.1% | +72.7% | +29.0% |
| 5Y | +90.0% | +17.7% | +72.3% | +42.9% |
| All | +462.9% | +57.2% | +405.8% | +176.5% |
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