+5,745.4%
FICO vs HBM
+443.9%
+5,301.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -0.9% | -3.6% | +2.7% | -0.4% |
| 30D | +3.3% | -19.2% | +22.5% | +6.5% |
| 3M | -31.7% | -20.5% | -11.2% | -29.7% |
| 6M | -34.0% | -12.8% | -21.1% | -34.1% |
| YTD | -58.3% | +5.4% | -63.8% | -60.6% |
| 1Y | -57.9% | +33.0% | -90.9% | -61.9% |
| 3Y | -24.1% | +357.3% | -381.4% | -47.5% |
| 5Y | +85.3% | +210.4% | -125.1% | +30.7% |
| 10Y | +520.3% | +387.1% | +133.2% | +235.0% |
| All | +5,745.4% | +443.9% | +5,301.5% | +2,089.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling