+86.1%
FICO vs HDB
-26.0%
+112.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -0.3% | +13.3% | -13.6% | -4.4% |
| 30D | +1.7% | +10.2% | -8.5% | -1.5% |
| 3M | -35.2% | +3.6% | -38.8% | -36.2% |
| 6M | -33.7% | -0.5% | -33.1% | -34.1% |
| YTD | -58.2% | -32.4% | -25.8% | -52.7% |
| 1Y | -56.6% | -31.1% | -25.5% | -51.3% |
| 3Y | -24.0% | -12.6% | -11.4% | -24.3% |
| 5Y | +86.1% | -25.7% | +111.7% | +88.3% |
| All | +86.1% | -26.0% | +112.0% | +88.3% |
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