-24.1%
FICO vs HST
+77.0%
-101.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.4% |
| 3M | -31.7% | +6.3% | -38.0% | -33.7% |
| 6M | -34.0% | +19.0% | -52.9% | -38.6% |
| YTD | -58.3% | +47.0% | -105.4% | -64.5% |
| 1Y | -57.9% | +53.4% | -111.4% | -64.7% |
| 3Y | -24.1% | +78.0% | -102.1% | -38.2% |
| All | -24.1% | +77.0% | -101.1% | -38.2% |
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 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