+401.7%
HL vs FICO
+4.8%
+396.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -1.4% |
| 7D | +1.5% | -19.2% | +20.7% | +2.8% |
| 30D | +25.1% | -14.6% | +39.6% | +26.3% |
| 3M | +22.9% | -20.1% | +43.0% | +23.6% |
| 6M | -4.9% | -36.3% | +31.4% | -2.3% |
| YTD | +7.8% | -44.9% | +52.7% | +12.2% |
| 1Y | +133.9% | -38.6% | +172.5% | +137.7% |
| All | +401.7% | +4.8% | +396.8% | +284.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling