+541.4%
FICO vs HST
+133.7%
+407.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +3.6% | -1.4% | +0.8% |
| 30D | +0.1% | +11.2% | -11.1% | -4.2% |
| 3M | -35.2% | +13.1% | -48.3% | -38.3% |
| 6M | -32.4% | +23.9% | -56.3% | -37.9% |
| YTD | -57.4% | +52.3% | -109.7% | -64.0% |
| 1Y | -58.5% | +56.7% | -115.2% | -65.3% |
| 3Y | -28.9% | +87.5% | -116.4% | -45.5% |
| 5Y | +91.7% | +82.8% | +8.9% | +44.8% |
| All | +541.4% | +133.7% | +407.7% | +308.7% |
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