-56.5%
FISV vs HWM
+655.8%
-712.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.7% | +6.7% | -1.4% |
| 7D | -1.6% | -9.2% | +7.6% | +0.7% |
| 30D | -3.0% | -17.9% | +14.9% | +1.6% |
| 3M | -3.5% | -6.0% | +2.5% | -2.9% |
| 6M | -19.4% | -7.4% | -12.0% | -19.1% |
| YTD | -24.3% | +13.1% | -37.4% | -28.8% |
| 1Y | -62.4% | +29.3% | -91.7% | -66.4% |
| 3Y | -58.2% | +389.9% | -448.1% | -78.7% |
| 5Y | -56.5% | +655.5% | -712.1% | -82.3% |
| All | -56.5% | +655.8% | -712.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling