+917.8%
HOOD vs FICO
-27.0%
+944.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -3.2% | +4.0% | -7.2% | -4.2% |
| 30D | -22.6% | -1.5% | -21.1% | -22.6% |
| 3M | -10.4% | -29.8% | +19.4% | -3.3% |
| 6M | +4.7% | -33.3% | +38.0% | +11.6% |
| YTD | -25.2% | -56.9% | +31.7% | -5.8% |
| 1Y | -35.9% | -59.5% | +23.6% | -17.4% |
| All | +917.8% | -27.0% | +944.8% | +1,097.9% |
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