-38.6%
FICO vs HIG
+5.1%
-43.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.1% |
| 7D | -19.2% | +0.3% | -19.5% | -19.2% |
| 30D | -14.6% | -3.2% | -11.4% | -13.1% |
| 3M | -20.1% | +9.1% | -29.2% | -22.6% |
| 6M | -36.3% | -1.8% | -34.5% | -35.7% |
| YTD | -44.9% | +1.8% | -46.6% | -44.7% |
| 1Y | -38.6% | +4.6% | -43.2% | -38.1% |
| All | -38.6% | +5.1% | -43.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling