+133.9%
HL vs FIS
-37.2%
+171.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.6% |
| 7D | +1.5% | +1.1% | +0.4% | +1.6% |
| 30D | +25.1% | -2.2% | +27.3% | +24.8% |
| 3M | +22.9% | +2.1% | +20.8% | +23.1% |
| 6M | -4.9% | -14.7% | +9.8% | -4.7% |
| YTD | +7.8% | -35.7% | +43.5% | +11.4% |
| 1Y | +133.9% | -37.1% | +170.9% | +140.8% |
| All | +133.9% | -37.2% | +171.1% | +140.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling