-62.0%
FISV vs HIG
+5.5%
-67.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | 0.0% | -0.4% | +0.4% | +0.2% |
| 3M | -2.8% | +6.7% | -9.5% | -5.8% |
| 6M | -11.8% | +2.0% | -13.8% | -13.0% |
| YTD | -23.2% | +0.3% | -23.5% | -23.5% |
| 1Y | -62.0% | +4.2% | -66.2% | -62.9% |
| All | -62.0% | +5.5% | -67.5% | -62.9% |
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