+0.3%
HWM vs FDX
+51.9%
-51.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.4% |
| 7D | +3.4% | -1.6% | +5.0% | +4.0% |
| 30D | -7.5% | +6.6% | -14.1% | -9.7% |
| 3M | -28.9% | -2.1% | -26.8% | -28.3% |
| 6M | -19.6% | +2.2% | -21.8% | -20.7% |
| YTD | +0.6% | +33.9% | -33.3% | -9.6% |
| 1Y | +0.3% | +50.2% | -49.9% | -11.1% |
| All | +0.3% | +51.9% | -51.5% | -11.1% |
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