+38.6%
HPQ vs FDX
+63.0%
-24.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.5% |
| 7D | +2.2% | -2.3% | +4.6% | +3.1% |
| 30D | +9.7% | -4.9% | +14.6% | +11.8% |
| 3M | +32.7% | -6.5% | +39.2% | +35.7% |
| 6M | +77.7% | +6.7% | +71.0% | +72.4% |
| YTD | +51.0% | +33.9% | +17.1% | +33.6% |
| 1Y | +18.4% | +72.2% | -53.8% | -5.3% |
| 3Y | +25.6% | +60.2% | -34.7% | -0.2% |
| 5Y | +38.6% | +62.9% | -24.3% | +2.2% |
| All | +38.6% | +63.0% | -24.4% | +2.2% |
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