-59.8%
FISV vs HIG
+101.8%
-161.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.2% | -2.3% | -4.9% | -6.1% |
| 30D | -7.2% | -1.2% | -6.0% | -6.6% |
| 3M | -8.2% | +6.3% | -14.5% | -11.0% |
| 6M | -17.7% | +0.6% | -18.3% | -18.1% |
| YTD | -27.2% | +0.6% | -27.8% | -27.6% |
| 1Y | -63.0% | +6.1% | -69.1% | -64.2% |
| All | -59.8% | +101.8% | -161.6% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling