-0.7%
FISV vs HWM
+1,301.3%
-1,302.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -7.2% | -12.5% | +5.3% | -4.0% |
| 30D | -7.2% | -19.0% | +11.8% | -2.2% |
| 3M | -8.2% | -8.6% | +0.4% | -6.7% |
| 6M | -17.7% | -10.2% | -7.5% | -16.5% |
| YTD | -27.2% | +11.3% | -38.5% | -30.8% |
| 1Y | -63.0% | +24.3% | -87.2% | -66.1% |
| 3Y | -59.8% | +382.3% | -442.0% | -76.1% |
| 5Y | -55.8% | +640.6% | -696.4% | -77.1% |
| All | -0.7% | +1,301.3% | -1,302.0% | -59.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling