+12.1%
HLT vs FICO
-39.1%
+51.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | 0.0% |
| 7D | -3.3% | -19.2% | +15.9% | -2.1% |
| 30D | -4.1% | -14.6% | +10.5% | -3.3% |
| 3M | -7.9% | -20.1% | +12.2% | -7.1% |
| 6M | +2.2% | -36.3% | +38.5% | +4.7% |
| YTD | +8.5% | -44.9% | +53.3% | +11.9% |
| 1Y | +12.1% | -38.6% | +50.8% | +14.4% |
| All | +12.1% | -39.1% | +51.2% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling