+2,484.7%
FICO vs HDB
+4,068.7%
-1,584.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 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% | -52.9% |
| 1Y | -56.6% | -31.1% | -25.5% | -51.5% |
| 3Y | -24.0% | -12.6% | -11.4% | -23.1% |
| 5Y | +86.1% | -25.7% | +111.7% | +96.1% |
| 10Y | +522.8% | +56.5% | +466.3% | +393.6% |
| All | +2,484.7% | +4,068.7% | -1,584.0% | +779.7% |
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 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