-61.1%
FISV vs HIG
+5.1%
-66.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -2.1% | -3.2% | +1.2% | -0.5% |
| 3M | -5.7% | +9.1% | -14.9% | -9.7% |
| 6M | -15.3% | -1.8% | -13.6% | -15.0% |
| YTD | -21.1% | +1.8% | -22.9% | -22.0% |
| 1Y | -61.1% | +4.6% | -65.6% | -62.0% |
| All | -61.1% | +5.1% | -66.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling