+2,582.4%
FDX vs HIG
+1,002.1%
+1,580.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +3.8% | -3.2% | +7.0% | +4.5% |
| 3M | -1.3% | +9.1% | -10.4% | -3.3% |
| 6M | +5.0% | -1.8% | +6.8% | +5.2% |
| YTD | +39.6% | +1.8% | +37.9% | +38.8% |
| 1Y | +81.1% | +4.6% | +76.6% | +78.8% |
| 3Y | +63.0% | +101.6% | -38.6% | +39.1% |
| 5Y | +65.6% | +124.5% | -58.9% | +37.9% |
| 10Y | +183.4% | +317.8% | -134.5% | +102.7% |
| All | +2,582.4% | +1,002.1% | +1,580.3% | +889.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling