+76.9%
FICO vs HDB
-24.7%
+101.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -0.9% | +13.3% | -14.3% | -5.1% |
| 30D | +3.3% | +13.6% | -10.2% | -1.0% |
| 3M | -31.7% | +5.8% | -37.5% | -33.2% |
| 6M | -34.0% | -1.9% | -32.1% | -34.1% |
| YTD | -58.3% | -31.2% | -27.1% | -53.2% |
| 1Y | -57.9% | -29.6% | -28.4% | -53.2% |
| 3Y | -24.1% | -10.1% | -14.0% | -25.2% |
| All | +76.9% | -24.7% | +101.7% | +76.4% |
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