+250.7%
HOOD vs FICO
+76.5%
+174.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +4.6% |
| 7D | +17.1% | -19.2% | +36.3% | +26.7% |
| 30D | +31.6% | -14.6% | +46.2% | +39.1% |
| 3M | +38.2% | -20.1% | +58.3% | +46.5% |
| 6M | +48.5% | -36.3% | +84.9% | +70.5% |
| YTD | +8.0% | -44.9% | +52.8% | +32.4% |
| 1Y | +18.7% | -38.6% | +57.3% | +34.7% |
| 3Y | +999.1% | +4.0% | +995.1% | +831.9% |
| 5Y | +181.7% | +99.5% | +82.2% | +45.9% |
| All | +250.7% | +76.5% | +174.2% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling