-28.0%
FICO vs HBM
+438.5%
-466.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.0% | -1.3% | +5.2% | +4.0% |
| 30D | -1.5% | -14.8% | +13.3% | -1.2% |
| 3M | -29.8% | -20.7% | -9.1% | -29.4% |
| 6M | -33.3% | -13.9% | -19.3% | -33.0% |
| YTD | -56.9% | +10.6% | -67.5% | -58.1% |
| 1Y | -59.5% | +32.4% | -91.8% | -61.5% |
| All | -28.0% | +438.5% | -466.5% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling