+242.9%
HL vs FICO
+606.0%
-363.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +1.3% |
| 7D | +1.5% | -19.2% | +20.7% | +6.2% |
| 30D | +25.1% | -14.6% | +39.6% | +29.3% |
| 3M | +22.9% | -20.1% | +43.0% | +27.2% |
| 6M | -4.9% | -36.3% | +31.4% | +2.7% |
| YTD | +7.8% | -44.9% | +52.7% | +20.4% |
| 1Y | +133.9% | -38.6% | +172.5% | +149.9% |
| 3Y | +380.9% | +4.0% | +376.9% | +309.7% |
| 5Y | +230.2% | +99.5% | +130.7% | +117.4% |
| All | +242.9% | +606.0% | -363.1% | +67.6% |
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