+205.0%
HD vs FIS
-40.5%
+245.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.1% |
| 7D | -1.2% | -3.5% | +2.3% | +0.1% |
| 30D | -11.1% | -7.8% | -3.3% | -8.6% |
| 3M | +2.0% | +0.8% | +1.2% | +1.1% |
| 6M | -10.5% | -21.9% | +11.4% | -2.9% |
| YTD | -6.9% | -39.5% | +32.6% | +11.0% |
| 1Y | -23.2% | -41.0% | +17.8% | -7.8% |
| 3Y | +3.1% | -23.6% | +26.7% | +8.6% |
| 5Y | +7.4% | -65.6% | +73.0% | +55.8% |
| 10Y | +205.0% | -40.2% | +245.2% | +241.1% |
| All | +205.0% | -40.5% | +245.5% | +241.1% |
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