+11,131.7%
FISV vs HAS
+3,598.5%
+7,533.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -2.1% | +2.3% | -4.3% | -2.6% |
| 3M | -5.7% | +10.4% | -16.1% | -8.3% |
| 6M | -15.3% | -3.2% | -12.1% | -15.2% |
| YTD | -21.1% | +15.4% | -36.5% | -24.5% |
| 1Y | -61.1% | +18.8% | -79.9% | -63.1% |
| 3Y | -56.8% | +43.9% | -100.8% | -62.2% |
| 5Y | -54.2% | +13.9% | -68.1% | -58.1% |
| 10Y | +1.6% | +56.4% | -54.8% | -18.8% |
| All | +11,131.7% | +3,598.5% | +7,533.2% | +4,083.2% |
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 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