+19.7%
HPQ vs FDX
+62.0%
-42.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.5% |
| 7D | -0.5% | -3.3% | +2.8% | +0.7% |
| 30D | +3.7% | -1.4% | +5.1% | +4.3% |
| 3M | +24.3% | -4.5% | +28.8% | +26.1% |
| 6M | +64.8% | +9.4% | +55.3% | +58.8% |
| YTD | +43.9% | +36.0% | +7.9% | +27.4% |
| 1Y | +11.7% | +75.5% | -63.9% | -10.5% |
| 3Y | +19.7% | +62.8% | -43.1% | -5.0% |
| All | +19.7% | +62.0% | -42.4% | -5.0% |
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