+160.5%
HBAN vs FICO
+606.0%
-445.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +4.1% |
| 7D | +0.7% | -19.2% | +19.8% | +5.8% |
| 30D | -3.2% | -14.6% | +11.4% | 0.0% |
| 3M | +4.0% | -20.1% | +24.0% | +7.9% |
| 6M | +3.1% | -36.3% | +39.5% | +12.6% |
| YTD | 0.0% | -44.9% | +44.9% | +13.4% |
| 1Y | -1.2% | -38.6% | +37.4% | +7.1% |
| 3Y | +72.5% | +4.0% | +68.5% | +51.1% |
| 5Y | +39.3% | +99.5% | -60.2% | -6.2% |
| All | +160.5% | +606.0% | -445.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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