+531.6%
FICO vs HDB
+61.5%
+470.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +1.7% |
| 7D | -0.1% | +13.7% | -13.8% | -4.9% |
| 30D | +8.4% | +15.8% | -7.4% | +2.6% |
| 3M | -30.5% | +9.2% | -39.7% | -33.0% |
| 6M | -35.7% | +3.2% | -38.9% | -37.1% |
| YTD | -57.2% | -29.4% | -27.8% | -51.8% |
| 1Y | -58.4% | -27.9% | -30.5% | -53.5% |
| 3Y | -24.8% | -5.9% | -18.9% | -26.6% |
| 5Y | +79.3% | -23.5% | +102.8% | +86.8% |
| 10Y | +531.6% | +61.3% | +470.3% | +401.1% |
| All | +531.6% | +61.5% | +470.1% | +401.1% |
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