+104,095.6%
FICO vs HST
+1,330.6%
+102,764.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -20.1% | -6.4% | -13.7% | -18.5% |
| 6M | -36.3% | +15.0% | -51.3% | -39.1% |
| YTD | -44.9% | +30.5% | -75.4% | -49.3% |
| 1Y | -38.6% | +35.7% | -74.3% | -44.3% |
| 3Y | +4.0% | +68.4% | -64.4% | -12.8% |
| 5Y | +99.5% | +73.1% | +26.4% | +63.2% |
| 10Y | +604.7% | +92.7% | +511.9% | +424.9% |
| All | +104,095.6% | +1,330.6% | +102,764.9% | +45,479.1% |
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 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