+1,039.3%
HD vs FIS
+374.5%
+664.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.3% |
| 7D | -2.1% | +1.1% | -3.1% | -2.5% |
| 30D | -8.4% | -2.2% | -6.2% | -7.8% |
| 3M | +4.3% | +2.1% | +2.2% | +2.8% |
| 6M | -11.1% | -14.7% | +3.5% | -6.6% |
| YTD | -4.7% | -35.7% | +31.0% | +11.8% |
| 1Y | -19.8% | -37.1% | +17.3% | -5.4% |
| 3Y | +4.1% | -20.0% | +24.1% | +8.6% |
| 5Y | +10.3% | -62.1% | +72.4% | +48.3% |
| 10Y | +203.2% | -37.4% | +240.5% | +224.0% |
| All | +1,039.3% | +374.5% | +664.8% | +439.4% |
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