+11,131.7%
FISV vs HST
+1,330.6%
+9,801.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -2.1% | -12.3% | +10.2% | +1.2% |
| 3M | -5.7% | -6.4% | +0.6% | -4.3% |
| 6M | -15.3% | +15.0% | -30.3% | -18.7% |
| YTD | -21.1% | +30.5% | -51.6% | -26.8% |
| 1Y | -61.1% | +35.7% | -96.8% | -64.3% |
| 3Y | -56.8% | +68.4% | -125.2% | -63.1% |
| 5Y | -54.2% | +73.1% | -127.3% | -61.7% |
| 10Y | +1.6% | +92.7% | -91.1% | -21.6% |
| All | +11,131.7% | +1,330.6% | +9,801.1% | +4,086.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling