+260.9%
HD vs FICO
+514.7%
-253.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | +6.4% | -0.3% | +6.6% | +6.4% |
| 30D | +22.1% | +1.7% | +20.3% | +20.7% |
| 3M | -0.2% | -35.2% | +35.0% | +9.3% |
| 6M | +12.6% | -33.7% | +46.3% | +20.6% |
| YTD | +3.9% | -58.2% | +62.1% | +26.3% |
| 1Y | -3.7% | -56.6% | +52.8% | +15.5% |
| 3Y | +27.9% | -24.0% | +51.8% | +15.6% |
| 5Y | +7.8% | +86.1% | -78.2% | -35.7% |
| All | +260.9% | +514.7% | -253.8% | +28.8% |
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