+1.2%
HAL vs FIS
-40.5%
+41.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +2.0% |
| 7D | +0.5% | -3.5% | +3.9% | +2.0% |
| 30D | +15.9% | -7.8% | +23.8% | +19.9% |
| 3M | -8.7% | +0.8% | -9.5% | -10.6% |
| 6M | +9.0% | -21.9% | +30.9% | +19.8% |
| YTD | +32.0% | -39.5% | +71.5% | +64.4% |
| 1Y | +72.5% | -41.0% | +113.4% | +116.1% |
| 3Y | -4.5% | -23.6% | +19.1% | -0.9% |
| 5Y | +109.7% | -65.6% | +175.3% | +241.5% |
| 10Y | +1.2% | -40.2% | +41.4% | +47.5% |
| All | +1.2% | -40.5% | +41.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling