+1,516.8%
HWM vs FDX
+156.7%
+1,360.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.8% |
| 7D | +5.0% | -2.1% | +7.0% | +6.0% |
| 30D | +1.5% | +10.4% | -8.9% | -3.1% |
| 3M | -20.3% | +0.5% | -20.8% | -20.7% |
| 6M | -18.0% | +6.5% | -24.5% | -20.9% |
| YTD | +9.5% | +40.2% | -30.7% | -7.3% |
| 1Y | +7.5% | +52.1% | -44.6% | -12.3% |
| 3Y | +355.7% | +72.8% | +282.8% | +231.8% |
| 5Y | +610.2% | +76.3% | +533.9% | +391.2% |
| 10Y | +1,516.8% | +155.7% | +1,361.0% | +693.0% |
| All | +1,516.8% | +156.7% | +1,360.0% | +693.0% |
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 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