+20.0%
HPQ vs FDX
+72.3%
-52.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.5% |
| 7D | +2.2% | -2.3% | +4.6% | +3.0% |
| 30D | +9.7% | -4.9% | +14.6% | +11.7% |
| 3M | +32.7% | -6.5% | +39.2% | +35.7% |
| 6M | +77.7% | +6.7% | +71.0% | +74.0% |
| YTD | +51.0% | +33.9% | +17.1% | +32.1% |
| All | +20.0% | +72.3% | -52.3% | -7.1% |
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