+3,916.3%
FDX vs HST
+1,511.7%
+2,404.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.6% | -2.7% | +1.0% | -0.8% |
| 30D | +6.6% | +10.7% | -4.1% | +3.3% |
| 3M | -2.1% | +6.3% | -8.3% | -4.0% |
| 6M | +2.2% | +19.0% | -16.8% | -3.5% |
| YTD | +33.9% | +47.0% | -13.1% | +18.6% |
| 1Y | +50.2% | +53.4% | -3.2% | +31.1% |
| 3Y | +65.5% | +78.0% | -12.5% | +37.3% |
| 5Y | +74.1% | +71.7% | +2.4% | +43.6% |
| 10Y | +156.7% | +146.2% | +10.5% | +81.1% |
| All | +3,916.3% | +1,511.7% | +2,404.6% | +1,455.5% |
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