-55.8%
FISV vs HBM
+336.0%
-391.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +1.1% |
| 7D | -7.2% | -3.7% | -3.5% | -7.0% |
| 30D | -7.2% | -3.7% | -3.5% | -7.1% |
| 3M | -8.2% | +8.0% | -16.2% | -9.2% |
| 6M | -17.7% | +15.8% | -33.5% | -19.7% |
| YTD | -27.2% | +34.4% | -61.5% | -30.6% |
| 1Y | -63.0% | +98.2% | -161.1% | -66.4% |
| 3Y | -59.8% | +476.6% | -536.3% | -69.1% |
| 5Y | -55.8% | +331.1% | -386.9% | -65.3% |
| All | -55.8% | +336.0% | -391.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling