+852.2%
FDX vs HBM
+470.7%
+381.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | +10.4% | -14.8% | +25.2% | +13.3% |
| 3M | +0.5% | -20.7% | +21.1% | +3.9% |
| 6M | +6.5% | -13.9% | +20.4% | +7.2% |
| YTD | +40.2% | +10.6% | +29.6% | +33.2% |
| 1Y | +52.1% | +32.4% | +19.7% | +39.5% |
| 3Y | +72.8% | +432.0% | -359.2% | +17.7% |
| 5Y | +76.3% | +205.5% | -129.2% | +26.5% |
| 10Y | +155.7% | +291.1% | -135.4% | +49.3% |
| All | +852.2% | +470.7% | +381.5% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling