-62.2%
FIS vs HAS
+13.4%
-75.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | -2.2% | +2.3% | -4.5% | -2.9% |
| 3M | +2.1% | +10.4% | -8.2% | -1.0% |
| 6M | -14.7% | -3.2% | -11.4% | -14.4% |
| YTD | -35.7% | +15.4% | -51.1% | -39.2% |
| 1Y | -37.1% | +18.8% | -55.9% | -41.1% |
| 3Y | -20.0% | +43.9% | -63.9% | -31.0% |
| All | -62.2% | +13.4% | -75.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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