+2.0%
FISV vs HIG
+313.7%
-311.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | 0.0% | -0.4% | +0.4% | +0.2% |
| 3M | -2.8% | +6.7% | -9.5% | -5.5% |
| 6M | -11.8% | +2.0% | -13.8% | -12.7% |
| YTD | -23.2% | +0.3% | -23.5% | -23.5% |
| 1Y | -62.0% | +4.2% | -66.2% | -62.8% |
| 3Y | -57.6% | +102.2% | -159.8% | -68.8% |
| 5Y | -53.4% | +118.5% | -171.9% | -67.1% |
| All | +2.0% | +313.7% | -311.7% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling