-40.2%
FIS vs HST
+97.7%
-137.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -3.5% | +2.0% | -5.4% | -4.1% |
| 30D | -7.8% | -5.2% | -2.6% | -6.1% |
| 3M | +0.8% | -6.2% | +7.1% | +2.9% |
| 6M | -21.9% | +20.4% | -42.3% | -27.5% |
| YTD | -39.5% | +30.6% | -70.1% | -45.5% |
| 1Y | -41.0% | +37.4% | -78.3% | -48.0% |
| 3Y | -23.6% | +66.1% | -89.7% | -38.1% |
| 5Y | -65.6% | +73.7% | -139.3% | -72.8% |
| 10Y | -40.2% | +99.8% | -140.0% | -56.4% |
| All | -40.2% | +97.7% | -137.9% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling