+646.9%
HLT vs FICO
+1,554.3%
-907.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +4.0% |
| 7D | -3.3% | -19.2% | +15.9% | +2.5% |
| 30D | -4.1% | -14.6% | +10.5% | -0.3% |
| 3M | -7.9% | -20.1% | +12.2% | -3.7% |
| 6M | +2.2% | -36.3% | +38.5% | +12.9% |
| YTD | +8.5% | -44.9% | +53.3% | +25.1% |
| 1Y | +12.1% | -38.6% | +50.8% | +22.7% |
| 3Y | +107.6% | +4.0% | +103.6% | +78.1% |
| 5Y | +156.4% | +99.5% | +56.8% | +64.5% |
| 10Y | +566.3% | +604.7% | -38.4% | +154.6% |
| All | +646.9% | +1,554.3% | -907.4% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling