-36.6%
FISV vs HST
+84.9%
-121.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.0% | -1.3% | +4.2% | +3.3% |
| 30D | +38.8% | +13.4% | +25.4% | +33.0% |
| 3M | +21.2% | +16.7% | +4.5% | +15.0% |
| 6M | +17.5% | +24.0% | -6.5% | +8.9% |
| YTD | -4.9% | +54.0% | -58.8% | -18.2% |
| 1Y | -0.6% | +55.0% | -55.6% | -14.7% |
| 3Y | -47.4% | +89.3% | -136.8% | -58.9% |
| All | -36.6% | +84.9% | -121.5% | -51.0% |
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