+376.5%
FIS vs HST
+291.0%
+85.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -2.2% | -12.3% | +10.0% | +1.6% |
| 3M | +2.1% | -6.4% | +8.5% | +4.0% |
| 6M | -14.7% | +15.0% | -29.7% | -18.8% |
| YTD | -35.7% | +30.5% | -66.2% | -41.2% |
| 1Y | -37.1% | +35.7% | -72.7% | -43.3% |
| 3Y | -20.0% | +68.4% | -88.4% | -33.2% |
| 5Y | -62.1% | +73.1% | -135.2% | -69.0% |
| 10Y | -37.4% | +92.7% | -130.1% | -53.6% |
| All | +376.5% | +291.0% | +85.5% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling