+376.5%
FIS vs HIG
+254.1%
+122.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -2.2% | -3.2% | +1.0% | -1.6% |
| 3M | +2.1% | +9.1% | -7.0% | +0.4% |
| 6M | -14.7% | -1.8% | -12.9% | -14.4% |
| YTD | -35.7% | +1.8% | -37.5% | -36.0% |
| 1Y | -37.1% | +4.6% | -41.6% | -37.7% |
| 3Y | -20.0% | +101.6% | -121.6% | -30.6% |
| 5Y | -62.1% | +124.5% | -186.6% | -67.8% |
| 10Y | -37.4% | +317.8% | -355.2% | -53.5% |
| All | +376.5% | +254.1% | +122.4% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling