+130.0%
HL vs FDX
+155.8%
-25.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | -11.1% | +5.2% | -16.3% | -12.4% |
| 30D | -12.1% | +11.3% | -23.4% | -14.6% |
| 3M | -26.1% | -4.1% | -22.0% | -25.3% |
| 6M | -37.7% | +9.6% | -47.4% | -39.5% |
| YTD | -31.7% | +40.9% | -72.6% | -38.0% |
| 1Y | -11.6% | +53.0% | -64.7% | -21.6% |
| 3Y | +249.6% | +74.1% | +175.6% | +188.9% |
| 5Y | +108.5% | +75.1% | +33.4% | +66.3% |
| All | +130.0% | +155.8% | -25.8% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling