+151.7%
HYG vs FISV
+280.7%
-129.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.9% |
| 7D | -0.7% | -2.7% | +2.0% | -0.3% |
| 30D | -0.7% | 0.0% | -0.8% | -0.9% |
| 3M | -0.2% | -2.8% | +2.6% | -0.2% |
| 6M | +1.4% | -11.8% | +13.3% | +2.7% |
| YTD | +1.5% | -23.2% | +24.7% | +4.7% |
| 1Y | +2.9% | -62.0% | +64.9% | +16.3% |
| 3Y | +25.6% | -57.6% | +83.3% | +35.1% |
| 5Y | +18.6% | -53.4% | +72.0% | +23.1% |
| 10Y | +55.7% | +2.9% | +52.9% | +31.3% |
| All | +151.7% | +280.7% | -129.0% | +45.3% |
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 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