+151.0%
HOOD vs FICO
+32.7%
+118.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.1% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | -23.4% | +1.7% | -25.1% | -24.7% |
| 3M | -6.5% | -33.0% | +26.5% | +4.1% |
| 6M | +14.2% | -33.9% | +48.1% | +23.3% |
| YTD | -22.7% | -58.5% | +35.8% | +1.6% |
| 1Y | -36.1% | -56.4% | +20.2% | -18.8% |
| 3Y | +802.1% | -24.7% | +826.7% | +740.3% |
| 5Y | +135.8% | +83.1% | +52.7% | +40.3% |
| All | +151.0% | +32.7% | +118.3% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling