+20.0%
HPQ vs FIS
-42.4%
+62.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +6.1% |
| 7D | +2.2% | -9.1% | +11.3% | +5.7% |
| 30D | +9.7% | -10.4% | +20.2% | +14.1% |
| 3M | +32.7% | -3.7% | +36.4% | +34.3% |
| 6M | +77.7% | -24.8% | +102.5% | +93.0% |
| YTD | +51.0% | -41.6% | +92.6% | +81.7% |
| All | +20.0% | -42.4% | +62.4% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling