+1,121.3%
FDX vs HDB
+3,812.1%
-2,690.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +3.8% | -2.8% | +6.6% | +4.6% |
| 3M | -1.3% | -3.5% | +2.2% | -0.7% |
| 6M | +5.0% | -24.7% | +29.7% | +13.3% |
| YTD | +39.6% | -36.6% | +76.2% | +58.2% |
| 1Y | +81.1% | -34.4% | +115.5% | +102.8% |
| 3Y | +63.0% | -24.4% | +87.4% | +71.7% |
| 5Y | +65.6% | -35.4% | +101.0% | +80.3% |
| 10Y | +183.4% | +39.5% | +143.8% | +133.6% |
| All | +1,121.3% | +3,812.1% | -2,690.8% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling