+14.3%
HPQ vs FICO
-58.2%
+72.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -11.7% | +3.3% | -15.1% | -12.5% |
| 3M | +2.0% | -31.7% | +33.7% | +6.5% |
| 6M | +35.9% | -34.0% | +69.8% | +43.9% |
| YTD | +32.7% | -58.3% | +91.0% | +52.3% |
| 1Y | +14.3% | -57.9% | +72.2% | +31.6% |
| All | +14.3% | -58.2% | +72.5% | +31.6% |
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 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