+2,635.1%
HPQ vs FICO
+78,963.7%
-76,328.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -7.5% | -0.3% | -7.3% | -7.5% |
| 30D | -7.2% | +1.7% | -8.9% | -7.9% |
| 3M | +4.2% | -35.2% | +39.4% | +10.9% |
| 6M | +42.3% | -33.7% | +75.9% | +50.0% |
| YTD | +37.2% | -58.2% | +95.4% | +56.4% |
| 1Y | +16.1% | -56.6% | +72.7% | +31.3% |
| 3Y | +21.5% | -24.0% | +45.5% | +19.7% |
| 5Y | +11.3% | +86.1% | -74.8% | -9.4% |
| 10Y | +181.0% | +522.8% | -341.8% | +86.2% |
| All | +2,635.1% | +78,963.7% | -76,328.6% | +1,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling