+6.1%
HD vs FDX
+73.8%
-67.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +18.5% | +9.9% | +8.6% | +15.1% |
| 3M | +2.2% | -1.9% | +4.1% | +2.7% |
| 6M | +13.8% | +6.1% | +7.8% | +11.4% |
| YTD | +3.4% | +38.8% | -35.4% | -7.0% |
| 1Y | -3.5% | +50.0% | -53.5% | -15.2% |
| 3Y | +29.0% | +71.0% | -42.0% | +6.0% |
| 5Y | +6.1% | +72.5% | -66.4% | -13.7% |
| All | +6.1% | +73.8% | -67.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling