+70.0%
FDX vs HBM
+205.9%
-135.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.0% |
| 7D | -1.6% | -3.6% | +2.0% | -1.1% |
| 30D | +6.6% | -19.2% | +25.8% | +9.9% |
| 3M | -2.1% | -20.5% | +18.4% | +0.8% |
| 6M | +2.2% | -12.8% | +15.0% | +2.4% |
| YTD | +33.9% | +5.4% | +28.5% | +28.6% |
| 1Y | +50.2% | +33.0% | +17.3% | +38.4% |
| 3Y | +65.5% | +357.3% | -291.8% | +18.0% |
| All | +70.0% | +205.9% | -135.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling