-23.8%
FICO vs HST
+77.1%
-100.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +3.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.4% |
| 30D | +1.7% | +9.6% | -7.8% | -2.5% |
| 3M | -35.2% | -1.1% | -34.1% | -35.1% |
| 6M | -33.7% | +21.1% | -54.7% | -38.7% |
| YTD | -58.2% | +47.1% | -105.2% | -64.3% |
| 1Y | -56.6% | +64.0% | -120.6% | -64.6% |
| All | -23.8% | +77.1% | -100.9% | -38.0% |
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