-27.0%
FIS vs HBM
-13.7%
-13.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.8% | +6.7% |
| 7D | +1.5% | -1.3% | +2.8% | +1.4% |
| 30D | -11.8% | -14.8% | +3.0% | -13.2% |
| 3M | -28.5% | -20.7% | -7.8% | -30.0% |
| 6M | -27.0% | -13.9% | -13.1% | -27.2% |
| All | -27.0% | -13.7% | -13.3% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling