+55.2%
HYG vs FIS
-39.8%
+95.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -7.9% | +7.2% | +0.3% |
| 30D | -0.7% | -8.0% | +7.2% | +0.2% |
| 3M | -0.2% | +0.6% | -0.8% | -0.6% |
| 6M | +1.4% | -22.2% | +23.6% | +4.4% |
| YTD | +1.5% | -40.8% | +42.2% | +8.3% |
| 1Y | +2.9% | -41.5% | +44.4% | +9.9% |
| 3Y | +25.6% | -25.5% | +51.1% | +27.9% |
| 5Y | +18.6% | -64.8% | +83.3% | +33.8% |
| All | +55.2% | -39.8% | +95.0% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling