-41.0%
FIS vs PH
+26.9%
-67.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -6.0% |
| 7D | -3.5% | +0.4% | -3.9% | -3.4% |
| 30D | -7.8% | -10.8% | +3.0% | -8.9% |
| 3M | +0.8% | +8.5% | -7.6% | +1.2% |
| 6M | -21.9% | +3.9% | -25.8% | -21.6% |
| YTD | -39.5% | +9.4% | -48.9% | -39.8% |
| 1Y | -41.0% | +26.8% | -67.8% | -42.2% |
| All | -41.0% | +26.9% | -67.9% | -42.2% |
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