-23.8%
FICO vs HDB
-12.6%
-11.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.3% | +13.3% | -13.6% | -3.0% |
| 30D | +1.7% | +10.2% | -8.5% | -0.5% |
| 3M | -35.2% | +3.6% | -38.8% | -35.9% |
| 6M | -33.7% | -0.5% | -33.1% | -34.0% |
| YTD | -58.2% | -32.4% | -25.8% | -55.2% |
| 1Y | -56.6% | -31.1% | -25.5% | -53.7% |
| All | -23.8% | -12.6% | -11.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling