+571.9%
HPE vs FIS
-48.1%
+620.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.2% |
| 7D | +7.9% | +2.8% | +5.0% | +6.6% |
| 30D | -23.5% | -16.7% | -6.8% | -20.1% |
| 3M | -19.1% | -32.3% | +13.2% | -9.4% |
| 6M | +51.4% | -29.1% | +80.5% | +64.0% |
| YTD | +103.4% | -54.1% | +157.6% | +161.9% |
| 1Y | +114.4% | -53.7% | +168.1% | +174.7% |
| 3Y | +224.7% | -38.8% | +263.5% | +256.9% |
| 5Y | +277.8% | -71.1% | +348.9% | +462.5% |
| 10Y | +371.1% | -53.1% | +424.2% | +416.3% |
| All | +571.9% | -48.1% | +620.0% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling