+26.8%
HYG vs FICO
+3.1%
+23.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +0.5% |
| 7D | -0.2% | -19.2% | +19.0% | +0.5% |
| 30D | +0.1% | -14.6% | +14.7% | +0.5% |
| 3M | +0.7% | -20.1% | +20.7% | +1.2% |
| 6M | +1.5% | -36.3% | +37.8% | +2.8% |
| YTD | +2.2% | -44.9% | +47.0% | +4.2% |
| 1Y | +3.9% | -38.6% | +42.5% | +5.2% |
| All | +26.8% | +3.1% | +23.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling