+30.6%
HON vs FIS
-37.3%
+67.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -1.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +8.6% | -11.8% | +20.4% | +9.0% |
| 3M | -0.8% | -28.5% | +27.8% | +3.7% |
| 6M | -0.1% | -27.0% | +26.9% | +3.6% |
| YTD | +12.8% | -53.1% | +65.9% | +31.4% |
| 1Y | +10.4% | -52.8% | +63.2% | +28.3% |
| All | +30.6% | -37.3% | +67.9% | +45.2% |
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 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