+3.1%
HD vs FISV
-58.7%
+61.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.8% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -11.1% | -3.0% | -8.2% | -10.8% |
| 3M | +2.0% | -3.5% | +5.6% | +2.2% |
| 6M | -10.5% | -19.4% | +8.9% | -8.6% |
| YTD | -6.9% | -24.3% | +17.4% | -4.4% |
| 1Y | -23.2% | -62.4% | +39.2% | -15.9% |
| 3Y | +3.1% | -58.2% | +61.2% | -5.3% |
| All | +3.1% | -58.7% | +61.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling