+100.8%
HBAN vs FICO
+527.0%
-426.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.3% | +2.2% | 0.0% | +1.7% |
| 30D | +4.8% | +0.1% | +4.7% | +4.3% |
| 3M | -10.1% | -35.2% | +25.1% | -2.5% |
| 6M | +5.0% | -32.4% | +37.4% | +10.6% |
| YTD | -6.1% | -57.4% | +51.3% | +11.0% |
| 1Y | +4.6% | -58.5% | +63.1% | +24.6% |
| 3Y | +74.9% | -28.9% | +103.8% | +67.1% |
| 5Y | +21.4% | +91.7% | -70.3% | -21.6% |
| All | +100.8% | +527.0% | -426.2% | -24.8% |
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