+2,145.4%
FISV vs HIG
+987.6%
+1,157.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -6.8% | -2.8% | -4.0% | -6.3% |
| 3M | -10.0% | +6.3% | -16.3% | -11.1% |
| 6M | -20.6% | -0.1% | -20.5% | -20.6% |
| YTD | -27.6% | +0.4% | -28.0% | -27.7% |
| 1Y | -64.3% | +6.2% | -70.6% | -64.8% |
| 3Y | -60.0% | +101.6% | -161.6% | -65.5% |
| 5Y | -57.7% | +119.8% | -177.5% | -64.2% |
| 10Y | -3.0% | +311.7% | -314.7% | -29.1% |
| All | +2,145.4% | +987.6% | +1,157.7% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling