+154.8%
HPQ vs FICO
+544.0%
-389.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.6% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | -6.5% | +8.4% | -14.9% | -9.6% |
| 3M | -5.1% | -30.5% | +25.4% | +2.8% |
| 6M | +27.3% | -35.7% | +63.0% | +40.0% |
| YTD | +31.7% | -57.2% | +88.9% | +63.5% |
| 1Y | +13.0% | -58.4% | +71.4% | +41.4% |
| 3Y | +18.3% | -24.8% | +43.1% | +7.5% |
| 5Y | +7.4% | +79.3% | -71.9% | -37.9% |
| 10Y | +154.8% | +531.6% | -376.9% | -28.6% |
| All | +154.8% | +544.0% | -389.2% | -28.6% |
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