+499.7%
FICO vs HST
+142.8%
+356.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.7% | +1.7% | 0.0% |
| 30D | +3.3% | +10.7% | -7.4% | -0.9% |
| 3M | -31.7% | +6.3% | -38.0% | -33.4% |
| 6M | -34.0% | +19.0% | -52.9% | -38.4% |
| YTD | -58.3% | +47.0% | -105.4% | -64.2% |
| 1Y | -57.9% | +53.4% | -111.4% | -64.5% |
| 3Y | -24.1% | +78.0% | -102.1% | -40.5% |
| 5Y | +85.3% | +71.7% | +13.6% | +43.6% |
| All | +499.7% | +142.8% | +356.8% | +302.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling