+155.7%
FDX vs HIG
+268.2%
-112.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +10.4% | +5.4% | +5.0% | +8.0% |
| 3M | +0.5% | -0.9% | +1.4% | +0.8% |
| 6M | +6.5% | +4.8% | +1.7% | +3.8% |
| YTD | +40.2% | +0.9% | +39.4% | +38.9% |
| 1Y | +52.1% | +6.5% | +45.6% | +47.1% |
| 3Y | +72.8% | +95.7% | -22.9% | +27.0% |
| 5Y | +76.3% | +107.1% | -30.8% | +25.0% |
| 10Y | +155.7% | +262.6% | -106.9% | +39.2% |
| All | +155.7% | +268.2% | -112.5% | +39.2% |
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