-4.6%
HD vs FISV
-4.0%
-0.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.2% | +0.3% | +5.3% |
| 7D | +11.9% | +29.6% | -17.7% | +6.4% |
| 30D | +26.4% | +34.5% | -8.1% | +19.4% |
| 3M | +2.8% | +11.2% | -8.4% | +0.3% |
| 6M | +15.5% | -1.2% | +16.7% | +14.2% |
| YTD | +5.5% | -7.6% | +13.2% | +6.4% |
| 1Y | -4.6% | -3.7% | -0.9% | -5.9% |
| All | -4.6% | -4.0% | -0.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling