+162.8%
HLT vs FICO
+82.5%
+80.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | +4.4% | +0.9% | +3.5% | +4.2% |
| 30D | +16.3% | +9.4% | +6.8% | +13.9% |
| 3M | +22.2% | -30.4% | +52.6% | +28.6% |
| 6M | +20.0% | -35.1% | +55.1% | +26.7% |
| YTD | +32.4% | -56.8% | +89.2% | +52.8% |
| 1Y | +38.6% | -58.4% | +97.0% | +61.5% |
| 3Y | +136.4% | -26.7% | +163.1% | +119.0% |
| 5Y | +162.8% | +88.0% | +74.8% | +64.6% |
| All | +162.8% | +82.5% | +80.2% | +64.6% |
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