+20.4%
HON vs FIS
-23.8%
+44.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.6% |
| 7D | -0.8% | -3.5% | +2.6% | -0.2% |
| 30D | -15.2% | -7.8% | -7.3% | -13.8% |
| 3M | -6.0% | +0.8% | -6.8% | -6.8% |
| 6M | -14.9% | -21.9% | +7.0% | -10.4% |
| YTD | +3.2% | -39.5% | +42.6% | +16.9% |
| 1Y | 0.0% | -41.0% | +41.0% | +14.0% |
| All | +20.4% | -23.8% | +44.2% | +26.4% |
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