+19.2%
HPQ vs FIS
-23.8%
+43.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.4% | -2.5% |
| 7D | -0.5% | -3.5% | +3.0% | +0.7% |
| 30D | +3.7% | -7.8% | +11.6% | +6.6% |
| 3M | +24.3% | +0.8% | +23.5% | +23.7% |
| 6M | +64.8% | -21.9% | +86.7% | +77.0% |
| YTD | +43.9% | -39.5% | +83.4% | +68.3% |
| 1Y | +11.7% | -41.0% | +52.6% | +31.5% |
| All | +19.2% | -23.8% | +43.1% | +24.1% |
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 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