+34,486.1%
HD vs FICO
+78,251.7%
-43,765.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.8% | +7.1% |
| 7D | +11.9% | +0.4% | +11.5% | +11.8% |
| 30D | +26.4% | +1.7% | +24.8% | +25.6% |
| 3M | +2.8% | -33.0% | +35.9% | +8.6% |
| 6M | +15.5% | -33.9% | +49.3% | +21.3% |
| YTD | +5.5% | -58.5% | +64.1% | +19.6% |
| 1Y | -4.6% | -56.4% | +51.8% | +7.0% |
| 3Y | +29.9% | -24.7% | +54.5% | +27.5% |
| 5Y | +8.4% | +83.1% | -74.7% | -11.6% |
| 10Y | +275.2% | +517.2% | -242.0% | +146.7% |
| All | +34,486.1% | +78,251.7% | -43,765.6% | +14,537.1% |
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