-65.6%
FIS vs HIG
+122.5%
-188.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.9% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | -7.8% | -4.9% | -2.9% | -5.4% |
| 3M | +0.8% | +6.8% | -6.0% | -2.5% |
| 6M | -21.9% | -1.7% | -20.2% | -21.4% |
| YTD | -39.5% | -0.2% | -39.3% | -39.6% |
| 1Y | -41.0% | +5.7% | -46.7% | -43.0% |
| 3Y | -23.6% | +100.3% | -123.9% | -50.1% |
| 5Y | -65.6% | +118.5% | -184.1% | -79.6% |
| All | -65.6% | +122.5% | -188.2% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling