-51.1%
FIS vs PH
+20.3%
-71.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.7% | -20.0% | -23.7% |
| 7D | -18.4% | -0.2% | -18.2% | -18.1% |
| 30D | -11.4% | -6.7% | -4.7% | -11.8% |
| 3M | -32.0% | -8.1% | -23.9% | -32.4% |
| 6M | -35.6% | +5.3% | -40.9% | -35.4% |
| YTD | -53.8% | +4.2% | -58.0% | -54.5% |
| 1Y | -51.1% | +19.3% | -70.4% | -53.0% |
| All | -51.1% | +20.3% | -71.4% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling