+6.7%
HD vs FIS
-71.2%
+77.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.7% |
| 7D | +1.5% | +2.8% | -1.3% | +0.8% |
| 30D | +18.0% | -16.7% | +34.7% | +20.5% |
| 3M | +2.8% | -32.3% | +35.1% | +10.2% |
| 6M | +17.0% | -29.1% | +46.0% | +23.5% |
| YTD | +3.5% | -54.1% | +57.7% | +21.2% |
| 1Y | -2.6% | -53.7% | +51.1% | +13.8% |
| 3Y | +30.7% | -38.8% | +69.6% | +41.0% |
| All | +6.7% | -71.2% | +77.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling