-53.1%
FISV vs HIG
+116.1%
-169.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -2.7% | -1.5% | -1.2% | -1.9% |
| 30D | 0.0% | -0.4% | +0.4% | +0.2% |
| 3M | -2.8% | +6.7% | -9.5% | -6.0% |
| 6M | -11.8% | +2.0% | -13.8% | -12.9% |
| YTD | -23.2% | +0.3% | -23.5% | -23.6% |
| 1Y | -62.0% | +4.2% | -66.2% | -63.0% |
| 3Y | -57.6% | +102.2% | -159.8% | -71.0% |
| All | -53.1% | +116.1% | -169.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling