+3.1%
HON vs FIS
-66.7%
+69.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | -0.6% | -9.1% | +8.5% | +1.3% |
| 30D | -15.4% | -10.4% | -4.9% | -13.7% |
| 3M | -9.1% | -3.7% | -5.4% | -8.9% |
| 6M | -17.1% | -24.8% | +7.7% | -12.8% |
| YTD | +1.5% | -41.6% | +43.1% | +12.5% |
| 1Y | -1.3% | -42.7% | +41.4% | +9.7% |
| 3Y | +19.5% | -26.2% | +45.8% | +26.0% |
| 5Y | +3.1% | -66.1% | +69.2% | +27.3% |
| All | +3.1% | -66.7% | +69.8% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling