+636.8%
HLT vs FDX
+234.2%
+402.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -1.5% | -2.3% | +0.9% | -0.5% |
| 30D | -1.2% | -4.9% | +3.6% | +0.6% |
| 3M | -10.3% | -6.5% | -3.9% | -8.4% |
| 6M | +1.3% | +6.7% | -5.4% | -2.1% |
| YTD | +7.0% | +33.9% | -26.9% | -5.7% |
| 1Y | +11.9% | +72.2% | -60.3% | -11.1% |
| 3Y | +100.7% | +60.2% | +40.4% | +57.7% |
| 5Y | +147.5% | +62.9% | +84.6% | +86.6% |
| 10Y | +586.5% | +178.8% | +407.7% | +261.6% |
| All | +636.8% | +234.2% | +402.6% | +252.1% |
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