+38.6%
HPQ vs FIS
-66.7%
+105.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +6.0% |
| 7D | +2.2% | -9.1% | +11.3% | +5.3% |
| 30D | +9.7% | -10.4% | +20.2% | +13.7% |
| 3M | +32.7% | -3.7% | +36.4% | +34.0% |
| 6M | +77.7% | -24.8% | +102.5% | +92.8% |
| YTD | +51.0% | -41.6% | +92.6% | +77.3% |
| 1Y | +18.4% | -42.7% | +61.1% | +39.7% |
| 3Y | +25.6% | -26.2% | +51.8% | +35.0% |
| 5Y | +38.6% | -66.1% | +104.8% | +90.4% |
| All | +38.6% | -66.7% | +105.4% | +90.4% |
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