+132.4%
HOOD vs FICO
+33.4%
+99.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | -26.1% | +3.3% | -29.5% | -27.8% |
| 3M | -10.8% | -31.7% | +20.9% | -1.4% |
| 6M | +2.4% | -34.0% | +36.3% | +10.6% |
| YTD | -28.5% | -58.3% | +29.9% | -6.2% |
| 1Y | -36.3% | -57.9% | +21.6% | -17.4% |
| 3Y | +743.7% | -24.1% | +767.8% | +683.1% |
| 5Y | +118.6% | +85.3% | +33.3% | +29.9% |
| All | +132.4% | +33.4% | +99.0% | +15.0% |
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