-3.7%
FISV vs HWM
+5.4%
-9.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.5% | +6.1% |
| 7D | +29.6% | +9.4% | +20.2% | +30.3% |
| 30D | +34.5% | -7.0% | +41.5% | +33.8% |
| 3M | +11.2% | -25.9% | +37.1% | +9.0% |
| 6M | -1.2% | -10.8% | +9.6% | -2.1% |
| YTD | -7.6% | +4.3% | -11.9% | -6.2% |
| 1Y | -3.7% | +4.4% | -8.1% | -2.6% |
| All | -3.7% | +5.4% | -9.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling