+30,424.6%
HD vs FICO
+104,211.8%
-73,787.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.2% | -15.4% | +14.3% | +1.6% |
| 30D | -11.1% | -10.4% | -0.8% | -9.8% |
| 3M | +2.0% | -22.7% | +24.7% | +5.9% |
| 6M | -10.5% | -36.8% | +26.3% | -4.5% |
| YTD | -6.9% | -44.8% | +37.9% | +1.6% |
| 1Y | -23.2% | -39.3% | +16.1% | -18.3% |
| 3Y | +3.1% | +3.7% | -0.7% | -3.3% |
| 5Y | +7.4% | +101.7% | -94.3% | -12.8% |
| 10Y | +205.0% | +602.8% | -397.8% | +97.8% |
| All | +30,424.6% | +104,211.8% | -73,787.2% | +12,334.7% |
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 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