+249.2%
HPE vs FDX
+62.0%
+187.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.6% | +10.4% | +8.8% |
| 7D | +10.1% | -3.3% | +13.5% | +11.5% |
| 30D | +5.3% | -1.4% | +6.7% | +5.8% |
| 3M | +12.7% | -4.5% | +17.2% | +14.5% |
| 6M | +167.7% | +9.4% | +158.3% | +155.1% |
| YTD | +135.5% | +36.0% | +99.4% | +104.8% |
| 1Y | +143.4% | +75.5% | +67.9% | +89.6% |
| 3Y | +249.2% | +62.8% | +186.4% | +163.8% |
| All | +249.2% | +62.0% | +187.1% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling