+1,068.3%
HL vs FIS
+238.5%
+829.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -3.3% |
| 7D | -11.1% | +2.8% | -13.9% | -12.1% |
| 30D | -12.1% | -16.7% | +4.6% | -9.3% |
| 3M | -26.1% | -32.3% | +6.2% | -18.1% |
| 6M | -37.7% | -29.1% | -8.7% | -33.0% |
| YTD | -31.7% | -54.1% | +22.4% | -14.4% |
| 1Y | -11.6% | -53.7% | +42.1% | +10.5% |
| 3Y | +249.6% | -38.8% | +288.5% | +283.7% |
| 5Y | +108.5% | -71.1% | +179.6% | +193.0% |
| 10Y | +127.0% | -53.1% | +180.1% | +158.7% |
| All | +1,068.3% | +238.5% | +829.9% | +679.6% |
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 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