+2,472.9%
FDX vs HIG
+967.2%
+1,505.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +6.6% | +5.6% | +1.0% | +5.4% |
| 3M | -2.1% | -6.9% | +4.8% | -0.6% |
| 6M | +2.2% | +1.3% | +0.9% | +1.7% |
| YTD | +33.9% | -1.5% | +35.4% | +34.1% |
| 1Y | +50.2% | +6.6% | +43.6% | +47.8% |
| 3Y | +65.5% | +91.2% | -25.7% | +42.9% |
| 5Y | +74.1% | +106.1% | -32.0% | +47.7% |
| 10Y | +156.7% | +283.7% | -127.0% | +86.9% |
| All | +2,472.9% | +967.2% | +1,505.7% | +855.2% |
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 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