+153.5%
FDX vs HBM
+281.1%
-127.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +5.2% | +2.2% | +2.9% | +4.7% |
| 30D | +11.3% | -11.8% | +23.1% | +13.5% |
| 3M | -4.1% | -19.2% | +15.1% | -1.1% |
| 6M | +9.6% | -22.9% | +32.5% | +12.7% |
| YTD | +40.9% | +7.8% | +33.1% | +34.2% |
| 1Y | +53.0% | +34.9% | +18.1% | +39.4% |
| 3Y | +74.1% | +422.2% | -348.1% | +16.9% |
| 5Y | +75.1% | +192.8% | -117.7% | +24.9% |
| All | +153.5% | +281.1% | -127.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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