+39.7%
HAL vs FIS
-71.2%
+110.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.2% |
| 7D | -12.0% | -25.5% | +13.5% | -7.7% |
| 30D | +0.3% | -15.1% | +15.3% | +2.4% |
| 3M | -1.6% | -32.1% | +30.5% | +4.7% |
| 6M | -20.5% | -36.1% | +15.6% | -14.8% |
| YTD | +14.2% | -55.4% | +69.6% | +32.7% |
| 1Y | +18.9% | -53.9% | +72.7% | +36.9% |
| 3Y | -13.7% | -39.8% | +26.0% | -7.9% |
| All | +39.7% | -71.2% | +110.9% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling