-1.3%
FISV vs HWM
+1,330.2%
-1,331.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | -6.4% | -8.0% | +1.6% | -4.4% |
| 30D | -6.8% | -18.0% | +11.2% | -2.2% |
| 3M | -10.0% | -9.5% | -0.5% | -8.3% |
| 6M | -20.6% | -8.4% | -12.2% | -19.9% |
| YTD | -27.6% | +13.6% | -41.2% | -31.5% |
| 1Y | -64.3% | +30.2% | -94.6% | -67.8% |
| 3Y | -60.0% | +392.2% | -452.2% | -76.4% |
| 5Y | -57.7% | +645.2% | -702.9% | -78.1% |
| All | -1.3% | +1,330.2% | -1,331.5% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling