+25.9%
HD vs FIS
-39.8%
+65.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | +4.3% | -25.5% | +29.8% | +8.4% |
| 30D | +20.2% | -15.1% | +35.2% | +20.9% |
| 3M | -1.0% | -32.1% | +31.1% | +5.0% |
| 6M | +7.9% | -36.1% | +44.0% | +15.6% |
| YTD | +2.0% | -55.4% | +57.4% | +20.5% |
| 1Y | -4.3% | -53.9% | +49.6% | +11.9% |
| 3Y | +25.9% | -39.8% | +65.7% | +22.9% |
| All | +25.9% | -39.8% | +65.7% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling