+25.6%
HYG vs FIS
-26.3%
+52.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.7% | -9.0% | +8.2% | -0.2% |
| 30D | -0.7% | -9.0% | +8.3% | -0.2% |
| 3M | -0.2% | -0.5% | +0.4% | -0.3% |
| 6M | +1.4% | -23.1% | +24.5% | +3.0% |
| YTD | +1.5% | -41.5% | +42.9% | +5.3% |
| 1Y | +2.9% | -42.2% | +45.1% | +6.8% |
| 3Y | +25.6% | -26.3% | +52.0% | +24.4% |
| All | +25.6% | -26.3% | +52.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling