-23.9%
FIS vs HBM
+510.3%
-534.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.8% | -11.6% | -6.0% |
| 7D | -3.5% | +7.4% | -10.8% | -3.6% |
| 30D | -7.8% | +5.1% | -12.9% | -8.0% |
| 3M | +0.8% | +11.1% | -10.3% | +0.5% |
| 6M | -21.9% | +30.2% | -52.1% | -23.1% |
| YTD | -39.5% | +46.2% | -85.7% | -41.8% |
| 1Y | -41.0% | +120.0% | -161.0% | -46.3% |
| All | -23.9% | +510.3% | -534.2% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling