+170.0%
HAL vs FIS
+374.5%
-204.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | +17.0% | -2.2% | +19.3% | +17.9% |
| 3M | -9.7% | +2.1% | -11.8% | -11.9% |
| 6M | +8.6% | -14.7% | +23.3% | +14.2% |
| YTD | +33.0% | -35.7% | +68.7% | +59.3% |
| 1Y | +68.3% | -37.1% | +105.4% | +102.4% |
| 3Y | +0.1% | -20.0% | +20.1% | +3.3% |
| 5Y | +102.6% | -62.1% | +164.8% | +184.1% |
| 10Y | +3.8% | -37.4% | +41.2% | +19.5% |
| All | +170.0% | +374.5% | -204.5% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling