-51.1%
FIS vs HST
+76.4%
-127.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.3% | -25.0% | -23.8% |
| 7D | -18.4% | +3.3% | -21.7% | -18.7% |
| 30D | -11.4% | +16.4% | -27.7% | -13.1% |
| 3M | -32.0% | +5.5% | -37.4% | -32.6% |
| 6M | -35.6% | +31.1% | -66.7% | -37.6% |
| YTD | -53.8% | +55.9% | -109.7% | -56.8% |
| 1Y | -51.1% | +75.6% | -126.7% | -55.2% |
| All | -51.1% | +76.4% | -127.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling