+165.4%
FIS vs XHB
+173.9%
-8.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.7% |
| 30D | -2.2% | -6.9% | +4.7% | +0.9% |
| 3M | +2.1% | -1.3% | +3.4% | +2.1% |
| 6M | -14.7% | -6.8% | -7.9% | -13.2% |
| YTD | -35.7% | +0.7% | -36.4% | -37.2% |
| 1Y | -37.1% | -11.2% | -25.8% | -34.9% |
| 3Y | -20.0% | +25.3% | -45.3% | -31.4% |
| 5Y | -62.1% | +37.3% | -99.4% | -69.4% |
| 10Y | -37.4% | +211.5% | -248.9% | -66.2% |
| All | +165.4% | +173.9% | -8.5% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling