+4.7%
HON vs FDX
+65.6%
-60.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | -15.2% | -1.4% | -13.8% | -14.9% |
| 3M | -6.0% | -4.5% | -1.5% | -5.0% |
| 6M | -14.9% | +9.4% | -24.3% | -17.0% |
| YTD | +3.2% | +36.0% | -32.9% | -4.5% |
| 1Y | 0.0% | +75.5% | -75.5% | -13.0% |
| 3Y | +21.5% | +62.8% | -41.3% | +4.8% |
| All | +4.7% | +65.6% | -60.9% | -12.9% |
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