-54.5%
FIS vs HST
+142.8%
-197.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -25.5% | -2.7% | -22.8% | -24.9% |
| 30D | -15.1% | +10.7% | -25.8% | -18.3% |
| 3M | -32.1% | +6.3% | -38.4% | -33.8% |
| 6M | -36.1% | +19.0% | -55.0% | -40.3% |
| YTD | -55.4% | +47.0% | -102.4% | -61.6% |
| 1Y | -53.9% | +53.4% | -107.3% | -61.0% |
| 3Y | -39.8% | +78.0% | -117.8% | -52.5% |
| 5Y | -71.1% | +71.7% | -142.8% | -77.2% |
| All | -54.5% | +142.8% | -197.3% | -67.1% |
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