+24.8%
FISV vs HWM
+1,272.7%
-1,247.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -2.0% | +11.1% | -13.1% | -4.6% |
| 30D | +31.8% | +3.0% | +28.8% | +30.2% |
| 3M | +19.3% | -20.7% | +40.0% | +25.7% |
| 6M | +12.1% | -17.2% | +29.3% | +16.1% |
| YTD | -8.4% | +9.1% | -17.5% | -13.0% |
| 1Y | -4.5% | +9.0% | -13.5% | -9.3% |
| 3Y | -49.4% | +353.8% | -403.2% | -69.5% |
| 5Y | -39.0% | +608.0% | -647.0% | -68.1% |
| 10Y | +22.3% | +1,510.3% | -1,488.0% | -50.3% |
| All | +24.8% | +1,272.7% | -1,247.9% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling