-37.5%
FIS vs HST
+89.2%
-126.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | -11.8% | +13.4% | -25.2% | -15.4% |
| 3M | -28.5% | +16.7% | -45.2% | -32.1% |
| 6M | -27.0% | +24.0% | -51.0% | -32.2% |
| YTD | -53.1% | +54.0% | -107.1% | -59.8% |
| 1Y | -52.8% | +55.0% | -107.8% | -59.7% |
| All | -37.5% | +89.2% | -126.7% | -52.2% |
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 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