-58.8%
FICO vs HIG
+6.8%
-65.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.2% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +8.4% | +4.5% | +4.0% | +4.8% |
| 3M | -30.5% | -5.5% | -25.0% | -28.7% |
| 6M | -35.7% | +3.1% | -38.8% | -36.6% |
| YTD | -57.2% | -0.8% | -56.4% | -56.8% |
| All | -58.8% | +6.8% | -65.6% | -59.2% |
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