+261.2%
HL vs FIS
-39.9%
+301.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | -5.6% | -8.9% | +3.3% | -2.6% |
| 30D | +12.7% | -9.9% | +22.7% | +16.4% |
| 3M | +42.5% | 0.0% | +42.5% | +40.4% |
| 6M | -9.0% | -22.9% | +13.9% | -2.1% |
| YTD | +4.4% | -40.9% | +45.3% | +24.0% |
| 1Y | +82.7% | -40.4% | +123.1% | +115.7% |
| 3Y | +406.3% | -25.4% | +431.6% | +431.8% |
| 5Y | +238.2% | -64.8% | +303.0% | +373.8% |
| All | +261.2% | -39.9% | +301.1% | +338.5% |
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