+476.8%
FISV vs HBM
+654.4%
-177.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.8% | -4.6% |
| 7D | -1.6% | +7.4% | -8.9% | -2.3% |
| 30D | -3.0% | +5.1% | -8.0% | -3.6% |
| 3M | -3.5% | +11.1% | -14.7% | -5.3% |
| 6M | -19.4% | +30.2% | -49.6% | -22.9% |
| YTD | -24.3% | +46.2% | -70.5% | -29.1% |
| 1Y | -62.4% | +120.0% | -182.4% | -66.5% |
| 3Y | -58.2% | +527.4% | -585.6% | -68.1% |
| 5Y | -56.5% | +400.4% | -456.9% | -67.0% |
| 10Y | -0.5% | +621.5% | -622.0% | -35.8% |
| All | +476.8% | +654.4% | -177.6% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling