+124.1%
HL vs FICO
+88.0%
+36.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -5.6% | +4.0% | -9.5% | -6.0% |
| 30D | -16.2% | -1.5% | -14.6% | -16.3% |
| 3M | -20.5% | -29.8% | +9.3% | -17.4% |
| 6M | -31.7% | -33.3% | +1.6% | -29.4% |
| YTD | -26.4% | -56.9% | +30.5% | -18.4% |
| 1Y | -4.3% | -59.5% | +55.1% | +7.3% |
| 3Y | +276.9% | -26.9% | +303.7% | +235.5% |
| 5Y | +124.1% | +92.9% | +31.1% | +45.0% |
| All | +124.1% | +88.0% | +36.1% | +45.0% |
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