+65.5%
FDX vs HIG
+89.3%
-23.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.9% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +6.6% | +5.6% | +1.0% | +4.7% |
| 3M | -2.1% | -6.9% | +4.8% | +0.3% |
| 6M | +2.2% | +1.3% | +0.9% | +1.3% |
| YTD | +33.9% | -1.5% | +35.4% | +34.2% |
| 1Y | +50.2% | +6.6% | +43.6% | +46.1% |
| 3Y | +65.5% | +91.2% | -25.7% | +20.9% |
| All | +65.5% | +89.3% | -23.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling