-57.6%
FISV vs USHY
+27.0%
-84.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -0.7% | -2.0% | -1.4% |
| 30D | 0.0% | -0.7% | +0.7% | +1.4% |
| 3M | -2.8% | +0.1% | -2.8% | -2.8% |
| 6M | -11.8% | +1.8% | -13.6% | -14.7% |
| YTD | -23.2% | +1.8% | -25.0% | -25.7% |
| 1Y | -62.0% | +3.3% | -65.3% | -64.0% |
| 3Y | -57.6% | +27.0% | -84.6% | -70.3% |
| All | -57.6% | +27.0% | -84.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling