+5.8%
HD vs FICO
+81.4%
-75.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +4.3% | -0.9% | +5.3% | +4.5% |
| 30D | +20.2% | +3.3% | +16.8% | +19.1% |
| 3M | -1.0% | -31.7% | +30.7% | +4.1% |
| 6M | +7.9% | -34.0% | +41.9% | +13.1% |
| YTD | +2.0% | -58.3% | +60.3% | +16.9% |
| 1Y | -4.3% | -57.9% | +53.6% | +9.5% |
| 3Y | +25.9% | -24.1% | +50.0% | +15.0% |
| All | +5.8% | +81.4% | -75.7% | -26.3% |
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