+1,518.9%
FICO vs XHB
+172.9%
+1,346.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.5% |
| 7D | -0.9% | +1.3% | -2.2% | -2.1% |
| 30D | +3.3% | +7.8% | -4.5% | -1.7% |
| 3M | -31.7% | -5.5% | -26.3% | -29.7% |
| 6M | -34.0% | -2.6% | -31.4% | -34.0% |
| YTD | -58.3% | +0.4% | -58.7% | -59.6% |
| 1Y | -57.9% | -1.0% | -56.9% | -58.9% |
| 3Y | -24.1% | +37.3% | -61.4% | -42.0% |
| 5Y | +85.3% | +33.7% | +51.6% | +42.1% |
| 10Y | +520.3% | +256.9% | +263.4% | +158.8% |
| All | +1,518.9% | +172.9% | +1,346.1% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling