+717.4%
HOOD vs FICO
-24.0%
+741.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.9% | -11.2% | -10.6% |
| 7D | -14.4% | -0.3% | -14.2% | -14.4% |
| 30D | -30.0% | +1.7% | -31.7% | -30.9% |
| 3M | -15.5% | -35.2% | +19.7% | -6.7% |
| 6M | +1.8% | -33.7% | +35.4% | +8.0% |
| YTD | -30.7% | -58.2% | +27.5% | -12.2% |
| 1Y | -45.0% | -56.6% | +11.6% | -32.0% |
| All | +717.4% | -24.0% | +741.4% | +718.4% |
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