+175.5%
FDX vs HBM
+599.4%
-424.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -3.6% |
| 7D | -3.3% | +7.4% | -10.7% | -4.6% |
| 30D | -1.4% | +5.1% | -6.5% | -2.6% |
| 3M | -4.5% | +11.1% | -15.6% | -7.2% |
| 6M | +9.4% | +30.2% | -20.8% | +2.2% |
| YTD | +36.0% | +46.2% | -10.2% | +23.3% |
| 1Y | +75.5% | +120.0% | -44.5% | +46.1% |
| 3Y | +62.8% | +527.4% | -464.6% | +6.5% |
| 5Y | +64.4% | +400.4% | -336.0% | +6.4% |
| 10Y | +175.5% | +621.5% | -446.0% | +44.1% |
| All | +175.5% | +599.4% | -424.0% | +44.1% |
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