+243.8%
HPQ vs FDX
+182.5%
+61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -3.3% | +13.0% | +11.4% |
| 30D | +22.4% | -4.5% | +26.9% | +24.9% |
| 3M | +45.2% | -7.3% | +52.5% | +49.9% |
| 6M | +96.4% | +7.5% | +88.9% | +88.6% |
| YTD | +65.4% | +35.1% | +30.3% | +42.5% |
| 1Y | +31.6% | +71.4% | -39.8% | +1.4% |
| 3Y | +37.0% | +60.8% | -23.8% | +4.5% |
| 5Y | +53.0% | +65.5% | -12.5% | +10.7% |
| All | +243.8% | +182.5% | +61.4% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling