+207.1%
FIS vs HBM
+613.3%
-406.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.1% | -6.4% | +7.4% | +1.8% |
| 30D | -2.2% | +5.9% | -8.1% | -3.0% |
| 3M | +2.1% | -8.9% | +11.0% | +2.3% |
| 6M | -14.7% | +10.7% | -25.3% | -17.1% |
| YTD | -35.7% | +38.3% | -74.0% | -39.6% |
| 1Y | -37.1% | +121.3% | -158.4% | -44.5% |
| 3Y | -20.0% | +450.6% | -470.6% | -38.6% |
| 5Y | -62.1% | +338.0% | -400.1% | -71.1% |
| 10Y | -37.4% | +578.6% | -616.0% | -59.6% |
| All | +207.1% | +613.3% | -406.2% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling