+539.5%
FICO vs XHB
+241.7%
+297.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.0% | -4.1% | +8.1% | +6.8% |
| 30D | -1.5% | +9.6% | -11.1% | -8.0% |
| 3M | -29.8% | -6.0% | -23.8% | -27.2% |
| 6M | -33.3% | +2.2% | -35.5% | -35.5% |
| YTD | -56.9% | +1.1% | -58.0% | -58.7% |
| 1Y | -59.5% | -1.7% | -57.7% | -60.4% |
| 3Y | -26.9% | +36.5% | -63.3% | -48.0% |
| 5Y | +92.9% | +33.5% | +59.4% | +35.5% |
| 10Y | +539.5% | +240.9% | +298.6% | +87.4% |
| All | +539.5% | +241.7% | +297.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling