+34,054.1%
HD vs FDX
+4,209.7%
+29,844.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +20.7% | +9.5% | +11.2% | +16.7% |
| 3M | +0.8% | -1.3% | +2.1% | +1.3% |
| 6M | +12.2% | +5.5% | +6.7% | +9.5% |
| YTD | +4.2% | +38.9% | -34.7% | -8.7% |
| 1Y | -2.6% | +58.8% | -61.4% | -18.9% |
| 3Y | +30.0% | +71.1% | -41.1% | +1.9% |
| 5Y | +8.1% | +76.3% | -68.2% | -19.3% |
| 10Y | +247.2% | +153.4% | +93.7% | +109.8% |
| All | +34,054.1% | +4,209.7% | +29,844.4% | +6,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling