+74.8%
FISV vs HLT
+641.9%
-567.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.2% | -2.6% | -4.6% | -6.2% |
| 30D | -7.2% | -2.6% | -4.6% | -6.2% |
| 3M | -8.2% | -9.4% | +1.2% | -4.6% |
| 6M | -17.7% | +2.7% | -20.4% | -19.3% |
| YTD | -27.2% | +6.8% | -33.9% | -29.8% |
| 1Y | -63.0% | +12.4% | -75.3% | -65.1% |
| 3Y | -59.8% | +100.2% | -159.9% | -70.7% |
| 5Y | -55.8% | +143.7% | -199.5% | -71.3% |
| 10Y | -2.4% | +584.9% | -587.3% | -59.4% |
| All | +74.8% | +641.9% | -567.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling