-12.7%
FISV vs HUT
+221.4%
-234.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.8% | +4.0% |
| 7D | +1.4% | +9.3% | -7.9% | +1.0% |
| 30D | +38.4% | -23.1% | +61.5% | +39.3% |
| 3M | +14.9% | -30.6% | +45.5% | +15.8% |
| 6M | +21.8% | -46.9% | +68.6% | +23.3% |
| YTD | -5.0% | +25.3% | -30.4% | -8.9% |
| 1Y | -1.2% | +59.8% | -61.0% | -6.7% |
| 3Y | -47.5% | +467.2% | -514.7% | -56.1% |
| 5Y | -36.7% | -24.6% | -12.1% | -45.1% |
| All | -12.7% | +221.4% | -234.1% | -41.4% |
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