-51.1%
FIS vs HBM
+47.3%
-98.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.6% | -27.3% | -23.1% |
| 7D | -18.4% | -5.8% | -12.6% | -18.9% |
| 30D | -11.4% | -18.5% | +7.1% | -13.2% |
| 3M | -32.0% | -10.3% | -21.7% | -32.5% |
| 6M | -35.6% | +2.1% | -37.7% | -34.1% |
| YTD | -53.8% | +12.0% | -65.8% | -52.8% |
| 1Y | -51.1% | +49.8% | -100.8% | -51.0% |
| All | -51.1% | +47.3% | -98.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling