-66.1%
FIS vs XHB
+34.8%
-101.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.8% |
| 7D | -9.1% | -1.9% | -7.2% | -8.3% |
| 30D | -10.4% | -8.3% | -2.1% | -7.1% |
| 3M | -3.7% | -7.1% | +3.5% | -1.2% |
| 6M | -24.8% | -5.3% | -19.5% | -24.0% |
| YTD | -41.6% | -3.2% | -38.4% | -41.9% |
| 1Y | -42.7% | -13.9% | -28.9% | -39.9% |
| 3Y | -26.2% | +24.9% | -51.1% | -39.3% |
| 5Y | -66.1% | +34.5% | -100.6% | -75.9% |
| All | -66.1% | +34.8% | -101.0% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling