+101.7%
FICO vs HIG
+124.5%
-22.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | -20.1% | +9.1% | -29.2% | -23.3% |
| 6M | -36.3% | -1.8% | -34.5% | -35.7% |
| YTD | -44.9% | +1.8% | -46.6% | -45.3% |
| 1Y | -38.6% | +4.6% | -43.2% | -40.0% |
| 3Y | +4.0% | +101.6% | -97.7% | -26.1% |
| All | +101.7% | +124.5% | -22.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling