+326.6%
HPQ vs FIS
+225.0%
+101.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +2.1% |
| 7D | -1.9% | -3.5% | +1.6% | -0.7% |
| 30D | -5.7% | -19.4% | +13.7% | -0.2% |
| 3M | -0.4% | -31.6% | +31.2% | +12.6% |
| 6M | +40.0% | -32.5% | +72.6% | +58.8% |
| YTD | +34.6% | -56.0% | +90.6% | +80.3% |
| 1Y | +20.4% | -55.5% | +75.9% | +60.7% |
| 3Y | +18.3% | -41.3% | +59.6% | +37.4% |
| 5Y | +9.6% | -72.3% | +81.8% | +65.7% |
| 10Y | +156.3% | -55.0% | +211.3% | +213.9% |
| All | +326.6% | +225.0% | +101.7% | +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