-52.4%
FIS vs HDB
+63.5%
-115.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +2.8% | +2.7% | +0.1% | +2.0% |
| 30D | -16.7% | +14.1% | -30.9% | -20.6% |
| 3M | -32.3% | +11.8% | -44.1% | -35.1% |
| 6M | -29.1% | +8.2% | -37.2% | -31.6% |
| YTD | -54.1% | -29.3% | -24.8% | -49.3% |
| 1Y | -53.7% | -28.8% | -24.9% | -49.1% |
| 3Y | -38.8% | -7.5% | -31.4% | -39.7% |
| 5Y | -71.1% | -23.1% | -48.0% | -70.2% |
| All | -52.4% | +63.5% | -115.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling