+13,318.7%
FISV vs HAS
+4,769.2%
+8,549.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +8.4% | +3.3% | +5.2% | +7.6% |
| 30D | +38.8% | +30.5% | +8.2% | +29.6% |
| 3M | +21.3% | +29.9% | -8.6% | +13.5% |
| 6M | +14.1% | +26.5% | -12.4% | +7.0% |
| YTD | -5.7% | +51.9% | -57.7% | -15.9% |
| 1Y | -0.8% | +60.9% | -61.7% | -12.7% |
| 3Y | -47.9% | +215.0% | -262.9% | -62.6% |
| 5Y | -36.8% | +51.5% | -88.3% | -46.1% |
| 10Y | +26.9% | +102.2% | -75.4% | -4.8% |
| All | +13,318.7% | +4,769.2% | +8,549.5% | +4,561.3% |
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