+88.0%
FICO vs HDB
-22.5%
+110.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.9% | +12.7% | -11.8% | -3.1% |
| 30D | +9.4% | +16.6% | -7.2% | +4.0% |
| 3M | -30.4% | +10.8% | -41.2% | -32.9% |
| 6M | -35.1% | +3.8% | -38.9% | -36.4% |
| YTD | -56.8% | -28.9% | -27.9% | -52.0% |
| 1Y | -58.4% | -28.0% | -30.4% | -54.0% |
| 3Y | -26.7% | -7.2% | -19.5% | -28.5% |
| 5Y | +88.0% | -22.2% | +110.3% | +84.3% |
| All | +88.0% | -22.5% | +110.5% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling