+252.2%
HL vs FIS
-66.3%
+318.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.7% |
| 7D | +0.4% | -9.1% | +9.5% | +2.6% |
| 30D | +18.8% | -10.4% | +29.3% | +21.6% |
| 3M | +43.7% | -3.7% | +47.4% | +43.4% |
| 6M | -1.0% | -24.8% | +23.7% | +5.1% |
| YTD | +8.7% | -41.6% | +50.3% | +24.2% |
| 1Y | +105.0% | -42.7% | +147.7% | +135.1% |
| 3Y | +427.3% | -26.2% | +453.5% | +449.7% |
| All | +252.2% | -66.3% | +318.5% | +335.2% |
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