+248.6%
HD vs FISV
+26.5%
+222.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.0% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | +18.0% | +38.4% | -20.4% | +6.3% |
| 3M | +2.8% | +14.9% | -12.1% | -2.1% |
| 6M | +17.0% | +21.8% | -4.8% | +8.4% |
| YTD | +3.5% | -5.0% | +8.6% | +3.1% |
| 1Y | -2.6% | -1.2% | -1.4% | -4.3% |
| 3Y | +30.7% | -47.5% | +78.3% | +37.4% |
| 5Y | +6.2% | -36.7% | +43.0% | -0.6% |
| All | +248.6% | +26.5% | +222.0% | +131.7% |
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