-47.4%
FISV vs HUT
+478.8%
-526.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.6% | +0.8% |
| 7D | +3.0% | +24.8% | -21.8% | +2.5% |
| 30D | +38.8% | -28.4% | +67.1% | +39.4% |
| 3M | +21.2% | -31.2% | +52.4% | +21.6% |
| 6M | +17.5% | -40.2% | +57.7% | +17.8% |
| YTD | -4.9% | +32.9% | -37.8% | -8.8% |
| 1Y | -0.6% | +39.1% | -39.6% | -5.3% |
| All | -47.4% | +478.8% | -526.2% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling