+6.2%
HD vs FISV
-58.4%
+64.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.2% |
| 7D | -1.8% | -6.4% | +4.6% | -0.6% |
| 30D | -10.8% | -6.8% | -4.0% | -9.7% |
| 3M | -2.7% | -10.0% | +7.3% | -1.1% |
| 6M | -10.3% | -20.6% | +10.3% | -7.0% |
| YTD | -7.8% | -27.6% | +19.8% | -3.0% |
| 1Y | -23.1% | -64.3% | +41.2% | -9.6% |
| 3Y | +2.0% | -60.0% | +62.0% | +6.3% |
| 5Y | +6.2% | -57.7% | +63.9% | +3.1% |
| All | +6.2% | -58.4% | +64.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling