+78,963.7%
FICO vs HST
+1,512.4%
+77,451.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +2.7% |
| 7D | -0.3% | -4.2% | +3.9% | +1.0% |
| 30D | +1.7% | +9.6% | -7.8% | -1.3% |
| 3M | -35.2% | -1.1% | -34.1% | -35.0% |
| 6M | -33.7% | +21.1% | -54.7% | -37.5% |
| YTD | -58.2% | +47.1% | -105.2% | -63.0% |
| 1Y | -56.6% | +64.0% | -120.6% | -62.9% |
| 3Y | -24.0% | +77.1% | -101.1% | -37.2% |
| 5Y | +86.1% | +71.8% | +14.3% | +52.5% |
| 10Y | +522.8% | +146.3% | +376.5% | +330.9% |
| All | +78,963.7% | +1,512.4% | +77,451.3% | +33,200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling