-24.1%
FICO vs HIG
+89.3%
-113.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.7% |
| 30D | +3.3% | +5.6% | -2.2% | +0.2% |
| 3M | -31.7% | -6.9% | -24.8% | -29.2% |
| 6M | -34.0% | +1.3% | -35.3% | -34.2% |
| YTD | -58.3% | -1.5% | -56.9% | -57.9% |
| 1Y | -57.9% | +6.6% | -64.5% | -59.1% |
| 3Y | -24.1% | +91.2% | -115.3% | -38.3% |
| All | -24.1% | +89.3% | -113.4% | -38.3% |
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