+4.4%
FICO vs HST
+68.9%
-64.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -1.0% | -18.2% | -18.9% |
| 30D | -14.6% | -12.3% | -2.3% | -9.9% |
| 3M | -20.1% | -6.4% | -13.7% | -17.8% |
| 6M | -36.3% | +15.0% | -51.3% | -39.7% |
| YTD | -44.9% | +30.5% | -75.4% | -50.3% |
| 1Y | -38.6% | +35.7% | -74.3% | -45.7% |
| All | +4.4% | +68.9% | -64.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling