+55.2%
HYG vs FICO
+651.8%
-596.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -0.7% | -14.1% | +13.4% | +0.6% |
| 30D | -0.6% | -7.5% | +6.9% | -0.1% |
| 3M | +0.4% | -21.3% | +21.7% | +2.2% |
| 6M | +1.2% | -25.2% | +26.5% | +3.1% |
| YTD | +1.5% | -43.2% | +44.7% | +6.5% |
| 1Y | +3.2% | -37.2% | +40.4% | +6.4% |
| 3Y | +25.9% | +6.8% | +19.1% | +17.8% |
| 5Y | +18.6% | +112.8% | -94.2% | -1.7% |
| All | +55.2% | +651.8% | -596.6% | +7.4% |
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