+3,306.2%
FICO vs HDB
+3,812.1%
-505.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | +0.4% | -19.6% | -19.3% |
| 30D | -14.6% | -2.8% | -11.8% | -13.8% |
| 3M | -20.1% | -3.5% | -16.6% | -19.5% |
| 6M | -36.3% | -24.7% | -11.6% | -30.5% |
| YTD | -44.9% | -36.6% | -8.3% | -36.4% |
| 1Y | -38.6% | -34.4% | -4.3% | -30.1% |
| 3Y | +4.0% | -24.4% | +28.4% | +10.5% |
| 5Y | +99.5% | -35.4% | +134.9% | +120.8% |
| 10Y | +604.7% | +39.5% | +565.1% | +481.2% |
| All | +3,306.2% | +3,812.1% | -505.9% | +1,087.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling