+1,744.4%
HL vs FIS
+374.5%
+1,369.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +25.1% | -2.2% | +27.3% | +25.7% |
| 3M | +22.9% | +2.1% | +20.8% | +20.4% |
| 6M | -4.9% | -14.7% | +9.8% | -1.3% |
| YTD | +7.8% | -35.7% | +43.5% | +24.2% |
| 1Y | +133.9% | -37.1% | +170.9% | +170.8% |
| 3Y | +380.9% | -20.0% | +400.9% | +397.7% |
| 5Y | +230.2% | -62.1% | +292.3% | +337.1% |
| 10Y | +265.6% | -37.4% | +303.0% | +290.8% |
| All | +1,744.4% | +374.5% | +1,369.9% | +1,030.7% |
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