-72.3%
FIS vs HST
+83.0%
-155.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -5.7% |
| 7D | -3.5% | +3.6% | -7.1% | -4.9% |
| 30D | -19.4% | +9.9% | -29.3% | -22.8% |
| 3M | -31.6% | +12.9% | -44.5% | -35.2% |
| 6M | -32.5% | +22.9% | -55.4% | -38.6% |
| YTD | -56.0% | +52.4% | -108.4% | -63.8% |
| 1Y | -55.5% | +52.5% | -108.1% | -63.5% |
| 3Y | -41.3% | +87.4% | -128.7% | -57.4% |
| 5Y | -72.3% | +82.9% | -155.2% | -80.0% |
| All | -72.3% | +83.0% | -155.3% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling