+12,933.0%
FISV vs HAS
+4,755.6%
+8,177.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -3.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | +31.8% | +26.6% | +5.2% | +24.1% |
| 3M | +19.3% | +29.0% | -9.7% | +11.9% |
| 6M | +12.1% | +30.6% | -18.5% | +4.3% |
| YTD | -8.4% | +51.5% | -60.0% | -18.2% |
| 1Y | -4.5% | +58.5% | -62.9% | -15.7% |
| 3Y | -49.4% | +214.1% | -263.5% | -63.6% |
| 5Y | -39.0% | +50.2% | -89.2% | -47.9% |
| 10Y | +22.3% | +100.0% | -77.7% | -8.0% |
| All | +12,933.0% | +4,755.6% | +8,177.4% | +4,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling