+72.2%
FDX vs HBM
+117.5%
-45.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.3% | +5.5% | -7.8% | -2.9% |
| 30D | -4.9% | +3.3% | -8.2% | -5.3% |
| 3M | -6.5% | +12.7% | -19.1% | -8.0% |
| 6M | +6.7% | +28.2% | -21.5% | +2.5% |
| YTD | +33.9% | +45.3% | -11.4% | +28.7% |
| 1Y | +72.2% | +121.7% | -49.5% | +70.2% |
| All | +72.2% | +117.5% | -45.4% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling