+125.1%
HOOD vs FICO
+33.9%
+91.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.2% |
| 3M | -15.5% | -35.2% | +19.7% | -4.6% |
| 6M | +1.8% | -33.7% | +35.4% | +9.8% |
| YTD | -30.7% | -58.2% | +27.5% | -9.2% |
| 1Y | -45.0% | -56.6% | +11.6% | -29.8% |
| 3Y | +709.0% | -24.0% | +732.9% | +651.0% |
| 5Y | +111.8% | +86.1% | +25.7% | +25.7% |
| All | +125.1% | +33.9% | +91.2% | +11.3% |
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