-3.0%
FISV vs HAS
+54.3%
-57.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -4.0% |
| 7D | -6.4% | -4.8% | -1.6% | -5.2% |
| 30D | -6.8% | -5.1% | -1.7% | -5.5% |
| 3M | -10.0% | +6.4% | -16.3% | -11.6% |
| 6M | -20.6% | -5.6% | -15.0% | -20.0% |
| YTD | -27.6% | +11.0% | -38.5% | -30.1% |
| 1Y | -64.3% | +16.8% | -81.1% | -66.1% |
| 3Y | -60.0% | +44.0% | -104.0% | -65.0% |
| 5Y | -57.7% | +11.0% | -68.7% | -60.5% |
| 10Y | -3.0% | +56.0% | -59.0% | -21.2% |
| All | -3.0% | +54.3% | -57.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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