-61.1%
FISV vs HLT
+13.1%
-74.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.3% | -3.3% | +3.0% | +0.7% |
| 30D | -2.1% | -4.1% | +2.0% | -0.8% |
| 3M | -5.7% | -7.9% | +2.2% | -3.1% |
| 6M | -15.3% | +2.2% | -17.5% | -17.6% |
| YTD | -21.1% | +8.5% | -29.6% | -24.9% |
| 1Y | -61.1% | +12.1% | -73.2% | -63.8% |
| All | -61.1% | +13.1% | -74.2% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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