+789.5%
HBAN vs FICO
+104,095.6%
-103,306.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +3.4% |
| 7D | +0.7% | -19.2% | +19.8% | +4.9% |
| 30D | -3.2% | -14.6% | +11.4% | -0.6% |
| 3M | +4.0% | -20.1% | +24.0% | +7.4% |
| 6M | +3.1% | -36.3% | +39.5% | +10.6% |
| YTD | 0.0% | -44.9% | +44.9% | +10.3% |
| 1Y | -1.2% | -38.6% | +37.4% | +5.5% |
| 3Y | +72.5% | +4.0% | +68.5% | +60.2% |
| 5Y | +39.3% | +99.5% | -60.2% | +9.3% |
| 10Y | +157.3% | +604.7% | -447.3% | +50.2% |
| All | +789.5% | +104,095.6% | -103,306.0% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling