-23.2%
HD vs FDX
+74.0%
-97.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.1% |
| 30D | -11.1% | -1.4% | -9.7% | -10.8% |
| 3M | +2.0% | -4.5% | +6.6% | +3.3% |
| 6M | -10.5% | +9.4% | -19.9% | -14.2% |
| YTD | -6.9% | +36.0% | -42.9% | -16.2% |
| 1Y | -23.2% | +75.5% | -98.7% | -34.8% |
| All | -23.2% | +74.0% | -97.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling