+135.8%
HOOD vs FICO
+82.5%
+53.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.7% |
| 7D | -5.1% | +0.9% | -5.9% | -5.4% |
| 30D | -25.4% | +9.4% | -34.8% | -28.5% |
| 3M | -14.0% | -30.4% | +16.4% | -5.2% |
| 6M | +5.6% | -35.1% | +40.7% | +15.8% |
| YTD | -28.1% | -56.8% | +28.7% | -6.3% |
| 1Y | -40.1% | -58.4% | +18.3% | -21.0% |
| 3Y | +888.2% | -26.7% | +914.9% | +827.5% |
| 5Y | +135.8% | +88.0% | +47.8% | +23.1% |
| All | +135.8% | +82.5% | +53.3% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling