+256.9%
HL vs FISV
+3.1%
+253.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -2.6% |
| 7D | -4.4% | -2.7% | -1.7% | -3.8% |
| 30D | +9.3% | 0.0% | +9.3% | +8.9% |
| 3M | +32.0% | -2.8% | +34.8% | +31.2% |
| 6M | -6.4% | -11.8% | +5.4% | -4.9% |
| YTD | +3.1% | -23.2% | +26.3% | +8.5% |
| 1Y | +77.6% | -62.0% | +139.6% | +120.7% |
| 3Y | +392.8% | -57.6% | +450.4% | +445.9% |
| 5Y | +234.1% | -53.4% | +287.5% | +247.1% |
| All | +256.9% | +3.1% | +253.8% | +162.2% |
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