-33.0%
FISV vs HUT
+405.9%
-438.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.8% |
| 7D | -7.2% | +2.8% | -10.1% | -7.3% |
| 30D | -7.2% | +2.1% | -9.2% | -7.5% |
| 3M | -8.2% | -14.3% | +6.1% | -8.2% |
| 6M | -17.7% | +84.2% | -101.9% | -21.3% |
| YTD | -27.2% | +97.2% | -124.4% | -31.0% |
| 1Y | -63.0% | +192.7% | -255.7% | -66.0% |
| 3Y | -59.8% | +712.6% | -772.3% | -66.7% |
| 5Y | -55.8% | +85.5% | -141.3% | -62.9% |
| All | -33.0% | +405.9% | -438.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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