+10.8%
HD vs FDX
+65.4%
-54.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -2.5% | +0.5% | -1.3% |
| 30D | -8.4% | +3.8% | -12.2% | -9.5% |
| 3M | +4.3% | -1.3% | +5.6% | +4.5% |
| 6M | -11.1% | +5.0% | -16.2% | -12.9% |
| YTD | -4.7% | +39.6% | -44.3% | -14.3% |
| 1Y | -19.8% | +81.1% | -100.9% | -33.4% |
| 3Y | +4.1% | +63.0% | -58.9% | -13.0% |
| All | +10.8% | +65.4% | -54.7% | -11.9% |
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