+70.0%
FDX vs HST
+71.5%
-1.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.6% | -2.7% | +1.0% | -0.4% |
| 30D | +6.6% | +10.7% | -4.1% | +1.8% |
| 3M | -2.1% | +6.3% | -8.3% | -4.9% |
| 6M | +2.2% | +19.0% | -16.8% | -6.2% |
| YTD | +33.9% | +47.0% | -13.1% | +11.5% |
| 1Y | +50.2% | +53.4% | -3.2% | +22.3% |
| 3Y | +65.5% | +78.0% | -12.5% | +23.2% |
| All | +70.0% | +71.5% | -1.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling