-40.4%
FIS vs XHB
-16.2%
-24.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -8.9% | -5.2% | -3.7% | -8.3% |
| 30D | -9.9% | -12.1% | +2.2% | -8.7% |
| 3M | 0.0% | -6.2% | +6.2% | +0.5% |
| 6M | -22.9% | -6.7% | -16.2% | -22.3% |
| YTD | -40.9% | -5.5% | -35.4% | -41.3% |
| 1Y | -40.4% | -15.6% | -24.8% | -39.3% |
| All | -40.4% | -16.2% | -24.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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