+333.7%
HPQ vs FIS
+238.5%
+95.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | 0.0% |
| 7D | +3.2% | +2.8% | +0.3% | +1.8% |
| 30D | -3.6% | -16.7% | +13.1% | +0.7% |
| 3M | -5.3% | -32.3% | +27.0% | +7.6% |
| 6M | +41.1% | -29.1% | +70.2% | +56.8% |
| YTD | +36.9% | -54.1% | +91.0% | +80.3% |
| 1Y | +23.5% | -53.7% | +77.2% | +62.2% |
| 3Y | +19.6% | -38.8% | +58.4% | +36.6% |
| 5Y | +11.4% | -71.1% | +82.5% | +65.7% |
| 10Y | +160.6% | -53.1% | +213.7% | +214.0% |
| All | +333.7% | +238.5% | +95.2% | +146.1% |
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 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