+531.6%
FICO vs HBM
+328.6%
+203.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +1.5% |
| 7D | -0.1% | +5.0% | -5.1% | -0.8% |
| 30D | +8.4% | -12.7% | +21.2% | +10.1% |
| 3M | -30.5% | -17.4% | -13.1% | -29.1% |
| 6M | -35.7% | -8.9% | -26.9% | -36.2% |
| YTD | -57.2% | +14.9% | -72.1% | -59.8% |
| 1Y | -58.4% | +41.4% | -99.8% | -62.4% |
| 3Y | -24.8% | +462.1% | -486.9% | -48.8% |
| 5Y | +79.3% | +224.0% | -144.7% | +28.4% |
| 10Y | +531.6% | +320.9% | +210.7% | +250.3% |
| All | +531.6% | +328.6% | +203.0% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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