+203.4%
HD vs FISV
-2.2%
+205.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -3.9% | -7.2% | +3.3% | -1.6% |
| 30D | -13.1% | -7.2% | -5.9% | -11.2% |
| 3M | -3.4% | -8.2% | +4.7% | -1.5% |
| 6M | -12.6% | -17.7% | +5.1% | -8.2% |
| YTD | -9.2% | -27.2% | +17.9% | -1.4% |
| 1Y | -23.9% | -63.0% | +39.0% | -1.9% |
| 3Y | +0.4% | -59.8% | +60.2% | +15.2% |
| 5Y | +4.5% | -55.8% | +60.3% | +11.3% |
| All | +203.4% | -2.2% | +205.5% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling