-33.8%
HUT vs FIS
-71.2%
+37.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.2% | +16.8% | +15.8% |
| 7D | -11.4% | -25.5% | +14.1% | +4.0% |
| 30D | -41.0% | -15.1% | -26.0% | -36.1% |
| 3M | -41.9% | -32.1% | -9.8% | -30.0% |
| 6M | -51.7% | -36.1% | -15.6% | -41.6% |
| YTD | +14.6% | -55.4% | +70.0% | +75.5% |
| 1Y | +21.4% | -53.9% | +75.3% | +80.9% |
| 3Y | +359.8% | -39.8% | +399.6% | +439.7% |
| All | -33.8% | -71.2% | +37.4% | +37.1% |
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 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