-52.0%
FIS vs HBM
+274.8%
-326.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.8% | +6.7% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | -11.8% | -14.8% | +3.0% | -10.7% |
| 3M | -28.5% | -20.7% | -7.8% | -27.3% |
| 6M | -27.0% | -13.9% | -13.1% | -27.2% |
| YTD | -53.1% | +10.6% | -63.7% | -55.4% |
| 1Y | -52.8% | +32.4% | -85.1% | -56.2% |
| 3Y | -37.5% | +432.0% | -469.5% | -53.9% |
| 5Y | -71.1% | +205.5% | -276.5% | -77.8% |
| 10Y | -52.0% | +291.1% | -343.1% | -70.1% |
| All | -52.0% | +274.8% | -326.8% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling