+99.3%
HLT vs FIS
-25.5%
+124.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -7.9% | +6.3% | +0.1% |
| 30D | -5.0% | -8.0% | +2.9% | -3.5% |
| 3M | -10.4% | +0.6% | -11.0% | -11.2% |
| 6M | +3.2% | -22.2% | +25.4% | +8.8% |
| YTD | +6.7% | -40.8% | +47.5% | +21.9% |
| 1Y | +10.3% | -41.5% | +51.8% | +26.2% |
| 3Y | +99.3% | -25.5% | +124.8% | +116.7% |
| All | +99.3% | -25.5% | +124.8% | +116.7% |
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 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