-28.9%
FICO vs HIG
+96.1%
-124.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +0.7% |
| 30D | +0.1% | +4.2% | -4.1% | -2.3% |
| 3M | -35.2% | +0.2% | -35.4% | -35.3% |
| 6M | -32.4% | +4.6% | -37.0% | -33.8% |
| YTD | -57.4% | +1.1% | -58.5% | -57.6% |
| 1Y | -58.5% | +4.7% | -63.2% | -59.5% |
| 3Y | -28.9% | +95.5% | -124.3% | -42.7% |
| All | -28.9% | +96.1% | -124.9% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling