+19.3%
HYG vs FICO
+102.0%
-82.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | 0.0% | -15.4% | +15.5% | +1.1% |
| 30D | -0.1% | -10.4% | +10.3% | +0.5% |
| 3M | +1.0% | -22.7% | +23.7% | +2.4% |
| 6M | +2.3% | -36.8% | +39.1% | +5.1% |
| YTD | +2.1% | -44.8% | +46.9% | +6.1% |
| 1Y | +3.8% | -39.3% | +43.1% | +6.5% |
| 3Y | +26.7% | +3.7% | +23.0% | +18.7% |
| 5Y | +19.3% | +101.7% | -82.5% | +0.2% |
| All | +19.3% | +102.0% | -82.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling