+157.1%
HPQ vs FICO
+544.1%
-387.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -3.2% | +4.0% | -7.2% | -4.4% |
| 30D | -3.0% | -1.5% | -1.5% | -3.2% |
| 3M | +0.6% | -29.8% | +30.4% | +8.5% |
| 6M | +36.6% | -33.3% | +69.8% | +48.3% |
| YTD | +35.0% | -56.9% | +91.9% | +67.2% |
| 1Y | +23.1% | -59.5% | +82.5% | +55.6% |
| 3Y | +18.6% | -26.9% | +45.5% | +9.2% |
| 5Y | +10.3% | +92.9% | -82.6% | -38.3% |
| 10Y | +157.1% | +539.5% | -382.4% | -27.8% |
| All | +157.1% | +544.1% | -387.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling