+499.7%
FICO vs HBM
+376.3%
+123.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.5% |
| 30D | +3.3% | -19.2% | +22.5% | +6.0% |
| 3M | -31.7% | -20.5% | -11.2% | -30.0% |
| 6M | -34.0% | -12.8% | -21.1% | -34.1% |
| YTD | -58.3% | +5.4% | -63.8% | -60.4% |
| 1Y | -57.9% | +33.0% | -90.9% | -61.6% |
| 3Y | -24.1% | +357.3% | -381.4% | -46.3% |
| 5Y | +85.3% | +210.4% | -125.1% | +33.7% |
| All | +499.7% | +376.3% | +123.4% | +245.6% |
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