+2,903.2%
HPQ vs FDX
+4,233.7%
-1,330.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +6.9% | -2.5% | +9.5% | +7.9% |
| 30D | +14.4% | +3.8% | +10.6% | +12.7% |
| 3M | +25.6% | -1.3% | +26.9% | +25.8% |
| 6M | +75.0% | +5.0% | +70.0% | +70.5% |
| YTD | +50.7% | +39.6% | +11.0% | +31.1% |
| 1Y | +18.7% | +81.1% | -62.5% | -6.9% |
| 3Y | +21.5% | +63.0% | -41.5% | -3.3% |
| 5Y | +31.6% | +65.6% | -34.0% | +1.0% |
| 10Y | +216.1% | +183.4% | +32.7% | +89.3% |
| All | +2,903.2% | +4,233.7% | -1,330.4% | +526.9% |
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 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