+33.4%
HON vs FICO
-19.7%
+53.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.3% | +3.9% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +10.2% | +8.4% | +1.8% | +9.5% |
| 3M | -6.7% | -30.5% | +23.8% | -4.9% |
| 6M | +3.3% | -35.7% | +39.0% | +5.4% |
| YTD | +13.4% | -57.2% | +70.6% | +20.6% |
| 1Y | +14.7% | -58.4% | +73.1% | +22.3% |
| 3Y | +33.4% | -24.8% | +58.2% | +30.9% |
| All | +33.4% | -19.7% | +53.1% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling