+276.2%
HPE vs FIS
-71.2%
+347.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.5% |
| 7D | +7.9% | +2.8% | +5.0% | +7.2% |
| 30D | -23.5% | -16.7% | -6.8% | -21.6% |
| 3M | -19.1% | -32.3% | +13.2% | -13.5% |
| 6M | +51.4% | -29.1% | +80.5% | +58.5% |
| YTD | +103.4% | -54.1% | +157.6% | +140.2% |
| 1Y | +114.4% | -53.7% | +168.1% | +152.3% |
| 3Y | +224.7% | -38.8% | +263.5% | +246.9% |
| All | +276.2% | -71.2% | +347.5% | +374.3% |
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