+4,029.2%
FDX vs HST
+1,512.4%
+2,516.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.8% | -2.1% |
| 7D | +2.9% | -4.2% | +7.1% | +4.3% |
| 30D | +9.6% | +9.6% | 0.0% | +6.5% |
| 3M | +2.4% | -1.1% | +3.5% | +2.4% |
| 6M | +9.2% | +21.1% | -11.9% | +2.7% |
| YTD | +37.7% | +47.1% | -9.4% | +21.9% |
| 1Y | +56.1% | +64.0% | -7.9% | +33.4% |
| 3Y | +68.9% | +77.1% | -8.2% | +40.4% |
| 5Y | +79.0% | +71.8% | +7.2% | +47.6% |
| 10Y | +163.9% | +146.3% | +17.6% | +86.2% |
| All | +4,029.2% | +1,512.4% | +2,516.8% | +1,499.0% |
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