-20.6%
FISV vs HIG
-0.3%
-20.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.7% |
| 7D | -6.4% | -0.5% | -5.9% | -6.1% |
| 30D | -6.8% | -2.8% | -4.0% | -5.4% |
| 3M | -10.0% | +6.3% | -16.3% | -12.8% |
| 6M | -20.6% | -0.1% | -20.5% | -20.7% |
| All | -20.6% | -0.3% | -20.3% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling