-17.7%
FISV vs USHY
+1.5%
-19.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.4% |
| 7D | -7.2% | -0.7% | -6.5% | -6.0% |
| 30D | -7.2% | -0.5% | -6.6% | -6.2% |
| 3M | -8.2% | +0.5% | -8.7% | -8.6% |
| 6M | -17.7% | +1.5% | -19.2% | -20.2% |
| All | -17.7% | +1.5% | -19.2% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling