+149.4%
HL vs FICO
+81.4%
+67.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +8.9% | -0.9% | +9.9% | +9.0% |
| 30D | -10.1% | +3.3% | -13.4% | -10.9% |
| 3M | -7.0% | -31.7% | +24.7% | -3.2% |
| 6M | -18.8% | -34.0% | +15.2% | -16.2% |
| YTD | -23.1% | -58.3% | +35.2% | -14.6% |
| 1Y | +8.9% | -57.9% | +66.8% | +20.7% |
| 3Y | +255.0% | -24.1% | +279.1% | +211.0% |
| All | +149.4% | +81.4% | +67.9% | +66.6% |
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 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