+412.4%
META vs HYG
+56.8%
+355.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.7% | +6.9% |
| 7D | +10.3% | -0.2% | +10.4% | +10.6% |
| 30D | +9.9% | -0.1% | +10.0% | +10.1% |
| 3M | +11.9% | +0.7% | +11.2% | +10.4% |
| 6M | +1.2% | +1.5% | -0.4% | -1.7% |
| YTD | -0.8% | +1.9% | -2.7% | -4.3% |
| 1Y | -14.3% | +3.7% | -18.1% | -20.2% |
| 3Y | +121.4% | +26.5% | +94.9% | +40.0% |
| 5Y | +74.5% | +19.0% | +55.5% | +28.3% |
| All | +412.4% | +56.8% | +355.6% | +161.3% |
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