-36.1%
FIS vs PH
+3.4%
-39.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.2% |
| 7D | -25.5% | +2.0% | -27.5% | -24.6% |
| 30D | -15.1% | -3.7% | -11.4% | -15.3% |
| 3M | -32.1% | -14.0% | -18.1% | -34.0% |
| 6M | -36.1% | +2.1% | -38.2% | -36.4% |
| All | -36.1% | +3.4% | -39.4% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling