+848.1%
FDX vs HBM
+613.3%
+234.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -2.5% | -6.4% | +3.8% | -1.4% |
| 30D | +3.8% | +5.9% | -2.1% | +2.5% |
| 3M | -1.3% | -8.9% | +7.6% | -0.7% |
| 6M | +5.0% | +10.7% | -5.6% | +1.2% |
| YTD | +39.6% | +38.3% | +1.4% | +28.2% |
| 1Y | +81.1% | +121.3% | -40.2% | +51.2% |
| 3Y | +63.0% | +450.6% | -387.5% | +10.7% |
| 5Y | +65.6% | +338.0% | -272.4% | +11.3% |
| 10Y | +183.4% | +578.6% | -395.3% | +50.0% |
| All | +848.1% | +613.3% | +234.8% | +282.3% |
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