-3.0%
FISV vs HST
+101.1%
-104.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.8% | -2.8% | -4.1% | -6.0% |
| 3M | -10.0% | -6.5% | -3.5% | -8.1% |
| 6M | -20.6% | +20.7% | -41.3% | -26.0% |
| YTD | -27.6% | +30.5% | -58.0% | -34.3% |
| 1Y | -64.3% | +36.8% | -101.1% | -68.3% |
| 3Y | -60.0% | +65.9% | -125.9% | -67.3% |
| 5Y | -57.7% | +73.9% | -131.6% | -66.9% |
| 10Y | -3.0% | +107.0% | -110.0% | -34.8% |
| All | -3.0% | +101.1% | -104.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling