+4,087.3%
FDX vs HST
+1,330.6%
+2,756.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | +3.8% | -12.3% | +16.1% | +7.8% |
| 3M | -1.3% | -6.4% | +5.1% | +0.5% |
| 6M | +5.0% | +15.0% | -10.0% | +0.3% |
| YTD | +39.6% | +30.5% | +9.1% | +28.3% |
| 1Y | +81.1% | +35.7% | +45.5% | +64.0% |
| 3Y | +63.0% | +68.4% | -5.3% | +37.5% |
| 5Y | +65.6% | +73.1% | -7.5% | +36.3% |
| 10Y | +183.4% | +92.7% | +90.6% | +114.7% |
| All | +4,087.3% | +1,330.6% | +2,756.7% | +1,582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling