+54.0%
HL vs FISV
+10,150.0%
-10,096.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -5.6% | -7.2% | +1.6% | -4.5% |
| 30D | +12.7% | -7.2% | +19.9% | +13.9% |
| 3M | +42.5% | -8.2% | +50.7% | +43.4% |
| 6M | -9.0% | -17.7% | +8.7% | -7.1% |
| YTD | +4.4% | -27.2% | +31.5% | +8.4% |
| 1Y | +82.7% | -63.0% | +145.6% | +106.6% |
| 3Y | +406.3% | -59.8% | +466.0% | +457.3% |
| 5Y | +238.2% | -55.8% | +294.0% | +264.8% |
| 10Y | +268.9% | -2.4% | +271.3% | +256.0% |
| All | +54.0% | +10,150.0% | -10,096.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling