+1,527.5%
META vs HYG
+95.7%
+1,431.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +6.7% | -0.2% | +6.9% | +7.1% |
| 30D | +4.8% | +0.1% | +4.7% | +4.6% |
| 3M | -1.6% | +0.7% | -2.3% | -2.7% |
| 6M | -7.5% | +1.5% | -8.9% | -9.6% |
| YTD | -6.4% | +2.2% | -8.6% | -9.7% |
| 1Y | -17.3% | +3.9% | -21.2% | -22.6% |
| 3Y | +109.9% | +26.0% | +83.9% | +40.8% |
| 5Y | +65.4% | +19.2% | +46.2% | +25.4% |
| 10Y | +391.8% | +54.8% | +337.0% | +175.2% |
| All | +1,527.5% | +95.7% | +1,431.8% | +878.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling