+72.5%
FDX vs HDB
-22.9%
+95.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +0.8% | +4.1% | -3.3% | -0.2% |
| 30D | +9.9% | +13.0% | -3.1% | +6.4% |
| 3M | -1.9% | +11.3% | -13.2% | -4.8% |
| 6M | +6.1% | +6.9% | -0.9% | +3.5% |
| YTD | +38.8% | -29.6% | +68.4% | +51.0% |
| 1Y | +50.0% | -29.5% | +79.5% | +63.0% |
| 3Y | +71.0% | -8.1% | +79.2% | +67.5% |
| 5Y | +72.5% | -23.4% | +95.9% | +66.5% |
| All | +72.5% | -22.9% | +95.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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