+84.4%
FICO vs HBM
+194.0%
-109.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | +2.2% | 0.0% | +2.0% |
| 30D | +0.1% | -11.8% | +11.9% | +0.9% |
| 3M | -35.2% | -19.2% | -16.0% | -34.2% |
| 6M | -32.4% | -22.9% | -9.5% | -31.4% |
| YTD | -57.4% | +7.8% | -65.2% | -59.2% |
| 1Y | -58.5% | +34.9% | -93.5% | -61.7% |
| 3Y | -28.9% | +422.2% | -451.1% | -49.1% |
| All | +84.4% | +194.0% | -109.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling