-56.4%
FICO vs HST
+76.4%
-132.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.9% |
| 7D | +0.4% | +3.3% | -2.9% | -1.4% |
| 30D | +1.7% | +16.4% | -14.7% | -6.7% |
| 3M | -33.0% | +5.5% | -38.5% | -35.2% |
| 6M | -33.9% | +31.1% | -65.0% | -42.2% |
| YTD | -58.5% | +55.9% | -114.5% | -66.8% |
| 1Y | -56.4% | +75.6% | -132.0% | -67.5% |
| All | -56.4% | +76.4% | -132.7% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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