+217.2%
HPQ vs FIS
-39.9%
+257.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.5% |
| 7D | +3.5% | -8.9% | +12.4% | +7.6% |
| 30D | +13.7% | -9.9% | +23.6% | +18.8% |
| 3M | +33.9% | 0.0% | +33.9% | +33.2% |
| 6M | +80.9% | -22.9% | +103.8% | +99.9% |
| YTD | +52.6% | -40.9% | +93.4% | +88.9% |
| 1Y | +21.2% | -40.4% | +61.7% | +49.3% |
| 3Y | +26.9% | -25.4% | +52.2% | +37.2% |
| 5Y | +41.1% | -64.8% | +106.0% | +111.2% |
| All | +217.2% | -39.9% | +257.0% | +289.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling