+362.8%
HPE vs FDX
+63.0%
+299.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.7% |
| 7D | +13.6% | -2.3% | +16.0% | +14.6% |
| 30D | +7.7% | -4.9% | +12.6% | +9.8% |
| 3M | +22.4% | -6.5% | +28.8% | +25.3% |
| 6M | +172.6% | +6.7% | +165.9% | +163.2% |
| YTD | +147.5% | +33.9% | +113.6% | +117.8% |
| 1Y | +151.8% | +72.2% | +79.6% | +99.5% |
| 3Y | +267.1% | +60.2% | +206.8% | +190.1% |
| 5Y | +362.8% | +62.9% | +299.8% | +244.9% |
| All | +362.8% | +63.0% | +299.8% | +244.9% |
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