-3.7%
HD vs FICO
-55.7%
+52.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | +6.4% | -0.3% | +6.6% | +6.4% |
| 30D | +22.1% | +1.7% | +20.3% | +21.8% |
| 3M | -0.2% | -35.2% | +35.0% | +2.7% |
| 6M | +12.6% | -33.7% | +46.3% | +15.2% |
| YTD | +3.9% | -58.2% | +62.1% | +17.6% |
| 1Y | -3.7% | -56.6% | +52.8% | +5.7% |
| All | -3.7% | -55.7% | +52.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling