+249.2%
HPE vs FIS
-22.6%
+271.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.9% | +13.6% | +8.6% |
| 7D | +10.1% | -3.5% | +13.6% | +10.6% |
| 30D | +5.3% | -7.8% | +13.1% | +6.4% |
| 3M | +12.7% | +0.8% | +11.8% | +11.0% |
| 6M | +167.7% | -21.9% | +189.6% | +180.6% |
| YTD | +135.5% | -39.5% | +174.9% | +168.9% |
| 1Y | +143.4% | -41.0% | +184.4% | +179.8% |
| 3Y | +249.2% | -23.6% | +272.8% | +240.6% |
| All | +249.2% | -22.6% | +271.8% | +240.6% |
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