+153.5%
FDX vs HST
+133.7%
+19.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.2% | +3.6% | +1.6% | +3.7% |
| 30D | +11.3% | +11.2% | +0.1% | +6.4% |
| 3M | -4.1% | +13.1% | -17.2% | -9.0% |
| 6M | +9.6% | +23.9% | -14.3% | -0.3% |
| YTD | +40.9% | +52.3% | -11.4% | +17.4% |
| 1Y | +53.0% | +56.7% | -3.7% | +25.9% |
| 3Y | +74.1% | +87.5% | -13.4% | +31.1% |
| 5Y | +75.1% | +82.8% | -7.7% | +29.7% |
| All | +153.5% | +133.7% | +19.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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