+134.4%
HL vs FDX
+152.0%
-17.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.2% |
| 7D | -7.6% | +0.8% | -8.4% | -7.8% |
| 30D | -17.5% | +9.9% | -27.4% | -19.6% |
| 3M | -26.2% | -1.9% | -24.3% | -26.0% |
| 6M | -35.1% | +6.1% | -41.2% | -36.3% |
| YTD | -30.4% | +38.8% | -69.2% | -36.6% |
| 1Y | -14.0% | +50.0% | -63.9% | -23.2% |
| 3Y | +256.3% | +71.0% | +185.3% | +195.9% |
| 5Y | +112.5% | +72.5% | +40.0% | +70.2% |
| All | +134.4% | +152.0% | -17.6% | +73.8% |
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