-58.8%
FICO vs HDB
-27.9%
-30.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +2.0% |
| 7D | -0.1% | +13.7% | -13.8% | -3.5% |
| 30D | +8.4% | +15.8% | -7.4% | +4.2% |
| 3M | -30.5% | +9.2% | -39.7% | -32.4% |
| 6M | -35.7% | +3.2% | -38.9% | -36.7% |
| YTD | -57.2% | -29.4% | -27.8% | -53.5% |
| All | -58.8% | -27.9% | -30.8% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling