+107.8%
META vs HYG
+26.4%
+81.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +3.6% | -0.1% | +3.7% | +3.9% |
| 3M | +4.9% | +1.0% | +3.9% | +2.1% |
| 6M | -4.7% | +2.3% | -7.0% | -10.6% |
| YTD | -6.9% | +2.1% | -9.0% | -12.1% |
| 1Y | -18.2% | +3.8% | -22.0% | -26.1% |
| 3Y | +107.8% | +26.7% | +81.1% | +33.2% |
| All | +107.8% | +26.4% | +81.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling