+621.7%
HPE vs FDX
+211.2%
+410.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | -0.6% | -2.5% | +1.9% | +0.7% |
| 30D | -2.3% | +3.8% | -6.1% | -4.0% |
| 3M | -2.9% | -1.3% | -1.6% | -2.5% |
| 6M | +143.6% | +5.0% | +138.5% | +135.5% |
| YTD | +118.5% | +39.6% | +78.9% | +83.2% |
| 1Y | +129.2% | +81.1% | +48.1% | +68.2% |
| 3Y | +212.5% | +63.0% | +149.5% | +132.5% |
| 5Y | +286.9% | +65.6% | +221.3% | +174.2% |
| 10Y | +432.3% | +183.4% | +249.0% | +142.9% |
| All | +621.7% | +211.2% | +410.6% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling