+172.8%
FIS vs HDB
+4,142.9%
-3,970.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | -25.5% | +13.3% | -38.8% | -28.4% |
| 30D | -15.1% | +13.6% | -28.6% | -18.4% |
| 3M | -32.1% | +5.8% | -37.9% | -33.6% |
| 6M | -36.1% | -1.9% | -34.1% | -36.3% |
| YTD | -55.4% | -31.2% | -24.2% | -51.2% |
| 1Y | -53.9% | -29.6% | -24.3% | -50.0% |
| 3Y | -39.8% | -10.1% | -29.7% | -39.8% |
| 5Y | -71.1% | -24.3% | -46.8% | -70.1% |
| 10Y | -53.8% | +59.3% | -113.1% | -62.3% |
| All | +172.8% | +4,142.9% | -3,970.1% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling