-39.8%
FIS vs HST
+77.0%
-116.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -25.5% | -2.7% | -22.8% | -25.0% |
| 30D | -15.1% | +10.7% | -25.8% | -17.8% |
| 3M | -32.1% | +6.3% | -38.4% | -33.6% |
| 6M | -36.1% | +19.0% | -55.0% | -39.8% |
| YTD | -55.4% | +47.0% | -102.4% | -61.1% |
| 1Y | -53.9% | +53.4% | -107.3% | -60.5% |
| 3Y | -39.8% | +78.0% | -117.8% | -50.8% |
| All | -39.8% | +77.0% | -116.8% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling