+230.6%
FIS vs PH
+4,570.6%
-4,340.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.4% |
| 7D | -25.5% | +2.0% | -27.5% | -25.8% |
| 30D | -15.1% | -3.7% | -11.4% | -13.8% |
| 3M | -32.1% | -14.0% | -18.1% | -27.9% |
| 6M | -36.1% | +2.1% | -38.2% | -37.3% |
| YTD | -55.4% | +5.1% | -60.5% | -57.3% |
| 1Y | -53.9% | +10.9% | -64.8% | -56.8% |
| 3Y | -39.8% | +132.9% | -172.7% | -60.5% |
| 5Y | -71.1% | +200.1% | -271.2% | -83.4% |
| 10Y | -53.8% | +783.8% | -837.6% | -84.6% |
| All | +230.6% | +4,570.6% | -4,340.0% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling