+132.0%
HAL vs FIS
+224.4%
-92.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.5% | -27.4% | +20.9% | +6.4% |
| 30D | -2.1% | -16.8% | +14.7% | +4.0% |
| 3M | -4.9% | -32.6% | +27.8% | +11.0% |
| 6M | -19.3% | -33.4% | +14.1% | -6.6% |
| YTD | +14.3% | -56.0% | +70.3% | +59.1% |
| 1Y | +17.3% | -55.1% | +72.4% | +61.4% |
| 3Y | -10.9% | -41.4% | +30.5% | +3.7% |
| 5Y | +47.4% | -72.7% | +120.1% | +134.3% |
| 10Y | -20.8% | -55.5% | +34.7% | +4.0% |
| All | +132.0% | +224.4% | -92.4% | +48.0% |
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 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