+153.0%
HYG vs FIS
+93.5%
+59.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | -0.2% | -9.1% | +8.9% | +1.2% |
| 30D | -0.1% | -10.4% | +10.4% | +1.4% |
| 3M | +0.7% | -3.7% | +4.4% | +0.9% |
| 6M | +1.5% | -24.8% | +26.3% | +5.3% |
| YTD | +1.9% | -41.6% | +43.5% | +9.7% |
| 1Y | +3.7% | -42.7% | +46.5% | +11.9% |
| 3Y | +26.5% | -26.2% | +52.7% | +29.5% |
| 5Y | +19.0% | -66.1% | +85.1% | +35.2% |
| 10Y | +56.5% | -40.9% | +97.4% | +58.4% |
| All | +153.0% | +93.5% | +59.5% | +97.5% |
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