+1,523.0%
HWM vs FICO
+512.2%
+1,010.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +3.3% | -0.9% | +4.2% | +3.6% |
| 30D | -7.6% | +3.3% | -10.9% | -9.6% |
| 3M | -28.9% | -31.7% | +2.8% | -23.2% |
| 6M | -19.7% | -34.0% | +14.3% | -14.5% |
| YTD | +0.5% | -58.3% | +58.9% | +24.1% |
| 1Y | +0.3% | -57.9% | +58.2% | +23.0% |
| 3Y | +325.8% | -24.1% | +349.9% | +276.8% |
| 5Y | +524.7% | +85.3% | +439.4% | +238.4% |
| All | +1,523.0% | +512.2% | +1,010.8% | +348.0% |
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