+124.1%
HL vs FDX
+77.4%
+46.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -5.6% | -2.1% | -3.5% | -5.1% |
| 30D | -16.2% | +10.4% | -26.6% | -17.8% |
| 3M | -20.5% | +0.5% | -20.9% | -20.7% |
| 6M | -31.7% | +6.5% | -38.1% | -32.7% |
| YTD | -26.4% | +40.2% | -66.6% | -31.0% |
| 1Y | -4.3% | +52.1% | -56.4% | -11.6% |
| 3Y | +276.9% | +72.8% | +204.0% | +230.5% |
| 5Y | +124.1% | +76.3% | +47.8% | +84.2% |
| All | +124.1% | +77.4% | +46.7% | +84.2% |
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