+148.8%
HYG vs FICO
+1,789.3%
-1,640.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -0.2% | +4.0% | -4.2% | -0.7% |
| 30D | +0.1% | -1.5% | +1.6% | +0.1% |
| 3M | -1.7% | -29.8% | +28.1% | +1.2% |
| 6M | -0.9% | -33.3% | +32.4% | +2.1% |
| YTD | +0.3% | -56.9% | +57.2% | +8.5% |
| 1Y | +1.2% | -59.5% | +60.6% | +10.2% |
| 3Y | +24.0% | -26.9% | +50.9% | +21.4% |
| 5Y | +17.8% | +92.9% | -75.1% | -1.9% |
| 10Y | +56.8% | +539.5% | -482.7% | +5.7% |
| All | +148.8% | +1,789.3% | -1,640.4% | +18.8% |
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