+132.1%
HON vs FDX
+182.3%
-50.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -2.6% | -3.9% | +1.2% | -1.3% |
| 30D | -11.9% | -3.3% | -8.6% | -10.9% |
| 3M | -6.1% | -2.0% | -4.1% | -5.7% |
| 6M | -19.2% | +8.0% | -27.2% | -21.8% |
| YTD | +0.2% | +35.0% | -34.9% | -10.2% |
| 1Y | -1.5% | +73.7% | -75.2% | -19.2% |
| 3Y | +17.9% | +61.6% | -43.6% | -4.4% |
| 5Y | +1.9% | +65.4% | -63.4% | -21.0% |
| All | +132.1% | +182.3% | -50.2% | +36.3% |
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