+248.1%
HD vs FIS
-55.0%
+303.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.3% | +1.2% |
| 7D | -0.5% | -3.5% | +3.0% | +0.5% |
| 30D | +18.5% | -19.4% | +37.9% | +24.4% |
| 3M | +2.2% | -31.6% | +33.7% | +13.6% |
| 6M | +13.8% | -32.5% | +46.4% | +26.6% |
| YTD | +3.4% | -56.0% | +59.4% | +34.2% |
| 1Y | -3.5% | -55.5% | +52.0% | +24.8% |
| 3Y | +29.0% | -41.3% | +70.3% | +44.9% |
| 5Y | +6.1% | -72.3% | +78.3% | +58.9% |
| All | +248.1% | -55.0% | +303.2% | +317.9% |
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