+16.4%
HPQ vs FICO
-24.1%
+40.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +0.5% | +0.9% | -0.3% | +0.4% |
| 30D | -5.9% | +9.4% | -15.3% | -7.4% |
| 3M | -3.7% | -30.4% | +26.7% | -0.1% |
| 6M | +28.1% | -35.1% | +63.2% | +34.3% |
| YTD | +32.5% | -56.8% | +89.3% | +45.8% |
| 1Y | +18.1% | -58.4% | +76.5% | +30.6% |
| 3Y | +16.4% | -26.7% | +43.1% | +17.9% |
| All | +16.4% | -24.1% | +40.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling