+419.5%
HL vs FIS
-26.4%
+445.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.4% |
| 7D | +0.4% | -9.1% | +9.5% | +1.9% |
| 30D | +18.8% | -10.4% | +29.3% | +20.7% |
| 3M | +43.7% | -3.7% | +47.4% | +42.9% |
| 6M | -1.0% | -24.8% | +23.7% | +4.5% |
| YTD | +8.7% | -41.6% | +50.3% | +24.6% |
| 1Y | +105.0% | -42.7% | +147.7% | +136.1% |
| All | +419.5% | -26.4% | +445.9% | +373.6% |
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