+17.8%
HPQ vs FICO
-24.3%
+42.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.4% |
| 3M | +2.0% | -31.7% | +33.7% | +6.0% |
| 6M | +35.9% | -34.0% | +69.8% | +42.1% |
| YTD | +32.7% | -58.3% | +91.0% | +46.8% |
| 1Y | +14.3% | -57.9% | +72.2% | +26.3% |
| 3Y | +17.8% | -24.1% | +41.9% | +17.7% |
| All | +17.8% | -24.3% | +42.1% | +17.7% |
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