-11.6%
HL vs FDX
+51.6%
-63.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.6% |
| 7D | -11.1% | +5.2% | -16.3% | -13.1% |
| 30D | -12.1% | +11.3% | -23.4% | -15.9% |
| 3M | -26.1% | -4.1% | -22.0% | -25.0% |
| 6M | -37.7% | +9.6% | -47.4% | -40.7% |
| YTD | -31.7% | +40.9% | -72.6% | -37.6% |
| 1Y | -11.6% | +53.0% | -64.7% | -16.7% |
| All | -11.6% | +51.6% | -63.2% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling