-33.7%
FICO vs HST
+22.9%
-56.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +3.9% |
| 7D | -0.3% | -4.2% | +3.9% | +1.6% |
| 30D | +1.7% | +9.6% | -7.8% | -5.7% |
| 3M | -35.2% | -1.1% | -34.1% | -35.7% |
| 6M | -33.7% | +21.1% | -54.7% | -40.1% |
| All | -33.7% | +22.9% | -56.5% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling