+18.7%
HPQ vs FICO
-39.1%
+57.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.7% | +18.9% | +4.5% |
| 7D | +6.9% | -19.2% | +26.1% | +9.8% |
| 30D | +14.4% | -14.6% | +29.0% | +16.3% |
| 3M | +25.6% | -20.1% | +45.7% | +29.2% |
| 6M | +75.0% | -36.3% | +111.4% | +84.0% |
| YTD | +50.7% | -44.9% | +95.5% | +58.3% |
| 1Y | +18.7% | -38.6% | +57.3% | +24.7% |
| All | +18.7% | -39.1% | +57.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling