+1,773.8%
HWM vs FICO
+673.2%
+1,100.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +5.0% |
| 7D | -2.1% | -19.2% | +17.1% | +4.3% |
| 30D | -11.0% | -14.6% | +3.6% | -7.3% |
| 3M | +4.0% | -20.1% | +24.1% | +8.6% |
| 6M | -0.2% | -36.3% | +36.1% | +11.0% |
| YTD | +26.7% | -44.9% | +71.5% | +47.8% |
| 1Y | +44.7% | -38.6% | +83.3% | +58.1% |
| 3Y | +426.1% | +4.0% | +422.1% | +332.1% |
| 5Y | +738.5% | +99.5% | +639.0% | +379.3% |
| All | +1,773.8% | +673.2% | +1,100.6% | +395.2% |
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