+541.4%
FICO vs HDB
+63.5%
+477.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.2% |
| 30D | +0.1% | +14.1% | -14.1% | -4.8% |
| 3M | -35.2% | +11.8% | -47.0% | -38.1% |
| 6M | -32.4% | +8.2% | -40.5% | -35.0% |
| YTD | -57.4% | -29.3% | -28.1% | -52.0% |
| 1Y | -58.5% | -28.8% | -29.8% | -53.5% |
| 3Y | -28.9% | -7.5% | -21.4% | -30.0% |
| 5Y | +91.7% | -23.1% | +114.8% | +99.2% |
| All | +541.4% | +63.5% | +477.9% | +407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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