-17.4%
HAL vs FIS
-55.0%
+37.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +2.2% |
| 7D | +2.6% | -3.5% | +6.1% | +4.1% |
| 30D | -0.1% | -19.4% | +19.3% | +7.1% |
| 3M | -1.1% | -31.6% | +30.4% | +13.7% |
| 6M | -20.7% | -32.5% | +11.8% | -9.5% |
| YTD | +17.5% | -56.0% | +73.5% | +64.1% |
| 1Y | +24.1% | -55.5% | +79.7% | +72.3% |
| 3Y | -8.4% | -41.3% | +32.9% | +3.9% |
| 5Y | +53.2% | -72.3% | +125.5% | +157.6% |
| All | -17.4% | -55.0% | +37.6% | +50.4% |
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