+133.6%
HOOD vs FICO
+35.8%
+97.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | +3.8% | +1.4% | +2.4% | +3.3% |
| 30D | -26.4% | -0.8% | -25.6% | -26.7% |
| 3M | -14.3% | -31.3% | +17.0% | -5.3% |
| 6M | +3.9% | -33.9% | +37.9% | +12.9% |
| YTD | -28.1% | -57.6% | +29.5% | -6.2% |
| 1Y | -38.8% | -59.7% | +20.8% | -18.7% |
| 3Y | +888.5% | -28.0% | +916.5% | +847.7% |
| 5Y | +131.0% | +91.0% | +40.1% | +35.5% |
| All | +133.6% | +35.8% | +97.9% | +14.9% |
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 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