+1,443.5%
HWM vs FICO
+481.4%
+962.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.3% |
| 7D | +9.4% | +0.4% | +9.0% | +9.4% |
| 30D | -7.0% | +1.7% | -8.6% | -8.5% |
| 3M | -25.9% | -33.0% | +7.2% | -19.4% |
| 6M | -10.8% | -33.9% | +23.0% | -5.1% |
| YTD | +4.3% | -58.5% | +62.9% | +28.9% |
| 1Y | +4.4% | -56.4% | +60.7% | +26.0% |
| 3Y | +348.8% | -24.7% | +373.4% | +298.4% |
| 5Y | +598.5% | +83.1% | +515.4% | +280.8% |
| 10Y | +1,551.7% | +517.2% | +1,034.5% | +365.6% |
| All | +1,443.5% | +481.4% | +962.0% | +332.0% |
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 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