+370.3%
HPE vs FIS
-53.2%
+423.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.1% |
| 7D | +7.9% | +2.8% | +5.0% | +6.7% |
| 30D | -23.5% | -16.7% | -6.8% | -20.3% |
| 3M | -19.1% | -32.3% | +13.2% | -9.7% |
| 6M | +51.4% | -29.1% | +80.5% | +63.5% |
| YTD | +103.4% | -54.1% | +157.6% | +160.0% |
| 1Y | +114.4% | -53.7% | +168.1% | +172.8% |
| 3Y | +224.7% | -38.8% | +263.5% | +255.7% |
| 5Y | +277.8% | -71.1% | +348.9% | +459.0% |
| All | +370.3% | -53.2% | +423.4% | +463.4% |
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 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