+377.5%
HPQ vs FIS
+374.5%
+3.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +6.9% | +1.1% | +5.9% | +6.5% |
| 30D | +14.4% | -2.2% | +16.7% | +15.5% |
| 3M | +25.6% | +2.1% | +23.5% | +24.0% |
| 6M | +75.0% | -14.7% | +89.7% | +84.9% |
| YTD | +50.7% | -35.7% | +86.4% | +78.6% |
| 1Y | +18.7% | -37.1% | +55.7% | +41.6% |
| 3Y | +21.5% | -20.0% | +41.5% | +28.2% |
| 5Y | +31.6% | -62.1% | +93.7% | +80.7% |
| 10Y | +216.1% | -37.4% | +253.4% | +249.1% |
| All | +377.5% | +374.5% | +3.0% | +143.8% |
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