+602.8%
FICO vs HBM
+599.4%
+3.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.7% |
| 7D | -15.4% | +7.4% | -22.8% | -16.3% |
| 30D | -10.4% | +5.1% | -15.4% | -11.1% |
| 3M | -22.7% | +11.1% | -33.8% | -24.6% |
| 6M | -36.8% | +30.2% | -67.0% | -40.5% |
| YTD | -44.8% | +46.2% | -91.0% | -49.6% |
| 1Y | -39.3% | +120.0% | -159.4% | -48.6% |
| 3Y | +3.7% | +527.4% | -523.7% | -29.6% |
| 5Y | +101.7% | +400.4% | -298.7% | +35.8% |
| 10Y | +602.8% | +621.5% | -18.8% | +261.5% |
| All | +602.8% | +599.4% | +3.3% | +261.5% |
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