+19.9%
HBAN vs FICO
+91.4%
-71.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.3% | +2.2% | 0.0% | +1.9% |
| 30D | +4.8% | +0.1% | +4.7% | +4.5% |
| 3M | -10.1% | -35.2% | +25.1% | -5.0% |
| 6M | +5.0% | -32.4% | +37.4% | +8.6% |
| YTD | -6.1% | -57.4% | +51.3% | +5.9% |
| 1Y | +4.6% | -58.5% | +63.1% | +18.6% |
| 3Y | +74.9% | -28.9% | +103.8% | +70.8% |
| All | +19.9% | +91.4% | -71.5% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling