-56.5%
FISV vs HST
+72.4%
-129.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.2% |
| 30D | -3.0% | -5.2% | +2.3% | -1.3% |
| 3M | -3.5% | -6.2% | +2.7% | -1.7% |
| 6M | -19.4% | +20.4% | -39.8% | -24.7% |
| YTD | -24.3% | +30.6% | -54.9% | -31.3% |
| 1Y | -62.4% | +37.4% | -99.7% | -66.5% |
| 3Y | -58.2% | +66.1% | -124.3% | -65.9% |
| 5Y | -56.5% | +73.7% | -130.2% | -66.6% |
| All | -56.5% | +72.4% | -129.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling