+1,114.5%
FDX vs HDB
+4,284.7%
-3,170.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.5% | +12.7% | -12.3% | -3.0% |
| 30D | +9.5% | +16.6% | -7.1% | +4.6% |
| 3M | -1.3% | +10.8% | -12.1% | -4.6% |
| 6M | +5.5% | +3.8% | +1.7% | +3.5% |
| YTD | +38.9% | -28.9% | +67.8% | +51.7% |
| 1Y | +58.8% | -28.0% | +86.8% | +72.8% |
| 3Y | +71.1% | -7.2% | +78.3% | +69.1% |
| 5Y | +76.3% | -22.2% | +98.5% | +81.4% |
| 10Y | +153.4% | +63.6% | +89.9% | +98.8% |
| All | +1,114.5% | +4,284.7% | -3,170.1% | +357.0% |
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