-62.2%
FIS vs HST
+74.0%
-136.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -2.2% | -12.3% | +10.0% | +2.9% |
| 3M | +2.1% | -6.4% | +8.5% | +4.6% |
| 6M | -14.7% | +15.0% | -29.7% | -20.4% |
| YTD | -35.7% | +30.5% | -66.2% | -43.4% |
| 1Y | -37.1% | +35.7% | -72.7% | -45.8% |
| 3Y | -20.0% | +68.4% | -88.4% | -39.3% |
| All | -62.2% | +74.0% | -136.2% | -72.4% |
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 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