+163.9%
HBAN vs FIS
+346.5%
-182.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +1.6% |
| 7D | +2.1% | -3.5% | +5.5% | +3.9% |
| 30D | -4.5% | -7.8% | +3.3% | -0.6% |
| 3M | +2.6% | +0.8% | +1.7% | +0.9% |
| 6M | +4.7% | -21.9% | +26.6% | +16.9% |
| YTD | -1.5% | -39.5% | +38.0% | +25.7% |
| 1Y | -1.9% | -41.0% | +39.1% | +26.6% |
| 3Y | +75.2% | -23.6% | +98.8% | +91.3% |
| 5Y | +37.2% | -65.6% | +102.8% | +119.1% |
| 10Y | +156.6% | -40.2% | +196.8% | +186.5% |
| All | +163.9% | +346.5% | -182.6% | +5.3% |
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