+121.5%
HBAN vs FICO
+544.0%
-422.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +3.9% | +8.4% | -4.5% | +1.3% |
| 3M | -8.4% | -30.5% | +22.1% | -2.6% |
| 6M | +0.6% | -35.7% | +36.4% | +7.5% |
| YTD | -5.5% | -57.2% | +51.6% | +11.5% |
| 1Y | +5.4% | -58.4% | +63.8% | +25.3% |
| 3Y | +76.7% | -24.8% | +101.5% | +65.8% |
| 5Y | +25.1% | +79.3% | -54.1% | -16.9% |
| 10Y | +121.5% | +531.6% | -410.1% | -11.9% |
| All | +121.5% | +544.0% | -422.4% | -11.9% |
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