+107.3%
HBAN vs FICO
+535.6%
-428.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +3.4% | +9.4% | -6.1% | +0.6% |
| 3M | -9.1% | -30.4% | +21.3% | -3.3% |
| 6M | +0.1% | -35.1% | +35.2% | +6.7% |
| YTD | -6.0% | -56.8% | +50.8% | +10.8% |
| 1Y | +4.0% | -58.4% | +62.4% | +23.9% |
| 3Y | +74.5% | -26.7% | +101.2% | +65.2% |
| 5Y | +24.3% | +88.0% | -63.7% | -18.9% |
| 10Y | +107.3% | +545.7% | -438.4% | -20.9% |
| All | +107.3% | +535.6% | -428.3% | -20.9% |
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