+112.8%
HL vs FICO
+91.4%
+21.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -11.1% | +2.2% | -13.3% | -11.4% |
| 30D | -12.1% | +0.1% | -12.2% | -12.4% |
| 3M | -26.1% | -35.2% | +9.1% | -22.4% |
| 6M | -37.7% | -32.4% | -5.4% | -35.8% |
| YTD | -31.7% | -57.4% | +25.7% | -24.1% |
| 1Y | -11.6% | -58.5% | +46.9% | -1.4% |
| 3Y | +249.6% | -28.9% | +278.5% | +212.8% |
| All | +112.8% | +91.4% | +21.4% | +36.3% |
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