-41.4%
FIS vs HIG
+97.9%
-139.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | -27.4% | +2.1% | -29.5% | -28.2% |
| 30D | -16.8% | +6.7% | -23.6% | -19.3% |
| 3M | -32.6% | -1.9% | -30.7% | -32.2% |
| 6M | -33.4% | +5.3% | -38.7% | -34.9% |
| YTD | -56.0% | +1.3% | -57.4% | -56.5% |
| 1Y | -55.1% | +7.2% | -62.3% | -56.6% |
| 3Y | -41.4% | +96.6% | -138.0% | -48.9% |
| All | -41.4% | +97.9% | -139.3% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling