+18.3%
HYG vs FISV
-53.5%
+71.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | -0.6% |
| 30D | -0.7% | 0.0% | -0.8% | -0.8% |
| 3M | -0.2% | -2.8% | +2.6% | -0.2% |
| 6M | +1.4% | -11.8% | +13.3% | +2.0% |
| YTD | +1.5% | -23.2% | +24.7% | +2.9% |
| 1Y | +2.9% | -62.0% | +64.9% | +9.1% |
| 3Y | +25.6% | -57.6% | +83.3% | +25.6% |
| All | +18.3% | -53.5% | +71.7% | +12.9% |
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