-42.7%
FIS vs HBM
+117.5%
-160.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.5% |
| 7D | -9.1% | +5.5% | -14.6% | -8.5% |
| 30D | -10.4% | +3.3% | -13.7% | -10.0% |
| 3M | -3.7% | +12.7% | -16.3% | -1.7% |
| 6M | -24.8% | +28.2% | -53.0% | -21.4% |
| YTD | -41.6% | +45.3% | -86.9% | -39.4% |
| 1Y | -42.7% | +121.7% | -164.4% | -43.9% |
| All | -42.7% | +117.5% | -160.3% | -43.9% |
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