+114.4%
HPE vs FDX
+51.6%
+62.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.2% |
| 7D | +7.9% | +5.2% | +2.7% | +6.3% |
| 30D | -23.5% | +11.3% | -34.8% | -25.7% |
| 3M | -19.1% | -4.1% | -15.0% | -17.4% |
| 6M | +51.4% | +9.6% | +41.8% | +44.9% |
| YTD | +103.4% | +40.9% | +62.5% | +62.8% |
| 1Y | +114.4% | +53.0% | +61.4% | +60.5% |
| All | +114.4% | +51.6% | +62.8% | +60.5% |
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