+489.7%
HPE vs FIS
-39.9%
+529.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.7% |
| 7D | +1.4% | -8.9% | +10.3% | +4.6% |
| 30D | +1.5% | -9.9% | +11.5% | +5.0% |
| 3M | +21.7% | 0.0% | +21.8% | +19.5% |
| 6M | +164.2% | -22.9% | +187.1% | +184.0% |
| YTD | +132.1% | -40.9% | +172.9% | +178.2% |
| 1Y | +130.6% | -40.4% | +171.1% | +174.9% |
| 3Y | +244.1% | -25.4% | +269.5% | +262.0% |
| 5Y | +340.8% | -64.8% | +405.6% | +529.7% |
| All | +489.7% | -39.9% | +529.6% | +587.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling