-52.4%
FIS vs HIG
+261.7%
-314.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +2.8% | +2.6% | +0.2% | +1.7% |
| 30D | -16.7% | +4.2% | -20.9% | -18.4% |
| 3M | -32.3% | +0.2% | -32.5% | -32.6% |
| 6M | -29.1% | +4.6% | -33.7% | -30.7% |
| YTD | -54.1% | +1.1% | -55.2% | -54.6% |
| 1Y | -53.7% | +4.7% | -58.4% | -54.9% |
| 3Y | -38.8% | +95.5% | -134.3% | -54.8% |
| 5Y | -71.1% | +111.7% | -182.8% | -79.5% |
| All | -52.4% | +261.7% | -314.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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