+1,484.3%
HWM vs FICO
+514.7%
+969.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.2% |
| 7D | -2.4% | -0.3% | -2.2% | -2.3% |
| 30D | -13.3% | +1.7% | -15.0% | -14.7% |
| 3M | -31.0% | -35.2% | +4.2% | -24.1% |
| 6M | -17.1% | -33.7% | +16.5% | -11.9% |
| YTD | -1.9% | -58.2% | +56.3% | +21.0% |
| 1Y | -2.4% | -56.6% | +54.2% | +18.2% |
| 3Y | +322.2% | -24.0% | +346.1% | +273.6% |
| 5Y | +509.8% | +86.1% | +423.8% | +229.9% |
| All | +1,484.3% | +514.7% | +969.6% | +336.8% |
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