-66.1%
FIS vs HBM
+392.2%
-458.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -9.1% | +5.5% | -14.6% | -9.5% |
| 30D | -10.4% | +3.3% | -13.7% | -10.8% |
| 3M | -3.7% | +12.7% | -16.3% | -5.2% |
| 6M | -24.8% | +28.2% | -53.0% | -27.4% |
| YTD | -41.6% | +45.3% | -86.9% | -45.1% |
| 1Y | -42.7% | +121.7% | -164.4% | -49.6% |
| 3Y | -26.2% | +523.5% | -549.8% | -46.2% |
| 5Y | -66.1% | +393.9% | -460.0% | -74.5% |
| All | -66.1% | +392.2% | -458.4% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling