+538.9%
FICO vs HDB
+62.8%
+476.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +1.4% | +4.1% | -2.7% | -0.1% |
| 30D | -0.8% | +13.0% | -13.7% | -5.3% |
| 3M | -31.3% | +11.3% | -42.5% | -34.3% |
| 6M | -33.9% | +6.9% | -40.9% | -36.2% |
| YTD | -57.6% | -29.6% | -27.9% | -52.1% |
| 1Y | -59.7% | -29.5% | -30.1% | -54.5% |
| 3Y | -28.0% | -8.1% | -19.9% | -29.0% |
| 5Y | +91.0% | -23.4% | +114.4% | +98.8% |
| All | +538.9% | +62.8% | +476.1% | +406.2% |
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