+4.4%
FICO vs HBM
+455.0%
-450.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.7% | -16.6% |
| 7D | -19.2% | -6.4% | -12.8% | -19.0% |
| 30D | -14.6% | +5.9% | -20.5% | -14.8% |
| 3M | -20.1% | -8.9% | -11.2% | -19.4% |
| 6M | -36.3% | +10.7% | -47.0% | -36.7% |
| YTD | -44.9% | +38.3% | -83.1% | -46.7% |
| 1Y | -38.6% | +121.3% | -160.0% | -44.1% |
| All | +4.4% | +455.0% | -450.6% | -15.1% |
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