+269.0%
META vs USHY
+48.2%
+220.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | 0.0% |
| 7D | +3.1% | -0.3% | +3.4% | +3.8% |
| 30D | -18.2% | +0.3% | -18.5% | -18.7% |
| 3M | +7.8% | -1.7% | +9.5% | +12.0% |
| 6M | +3.6% | -0.4% | +4.0% | +4.6% |
| YTD | -5.3% | +0.7% | -6.0% | -6.3% |
| 1Y | +2.7% | +1.8% | +1.0% | -0.6% |
| 3Y | +91.5% | +25.3% | +66.2% | +22.0% |
| 5Y | +84.7% | +19.9% | +64.8% | +32.5% |
| All | +269.0% | +48.2% | +220.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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