+178.8%
FDX vs HIG
+314.4%
-135.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.9% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -4.9% | -2.8% | -2.1% | -3.7% |
| 3M | -6.5% | +6.3% | -12.8% | -9.2% |
| 6M | +6.7% | -0.1% | +6.8% | +6.2% |
| YTD | +33.9% | +0.4% | +33.4% | +33.0% |
| 1Y | +72.2% | +6.2% | +65.9% | +66.6% |
| 3Y | +60.2% | +101.6% | -41.4% | +16.2% |
| 5Y | +62.9% | +119.8% | -56.9% | +12.6% |
| 10Y | +178.8% | +311.7% | -132.9% | +42.6% |
| All | +178.8% | +314.4% | -135.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling