+157.6%
HPQ vs FICO
+535.6%
-377.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +0.5% | +0.9% | -0.3% | +0.2% |
| 30D | -5.9% | +9.4% | -15.3% | -9.3% |
| 3M | -3.7% | -30.4% | +26.7% | +4.2% |
| 6M | +28.1% | -35.1% | +63.2% | +40.4% |
| YTD | +32.5% | -56.8% | +89.3% | +64.0% |
| 1Y | +18.1% | -58.4% | +76.5% | +47.9% |
| 3Y | +16.4% | -26.7% | +43.1% | +7.1% |
| 5Y | +8.9% | +88.0% | -79.1% | -38.4% |
| 10Y | +157.6% | +545.7% | -388.1% | -28.2% |
| All | +157.6% | +535.6% | -377.9% | -28.2% |
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