+325.8%
HWM vs FDX
+64.2%
+261.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.2% | +3.2% |
| 7D | +3.3% | -1.6% | +4.9% | +3.8% |
| 30D | -7.6% | +6.6% | -14.2% | -9.4% |
| 3M | -28.9% | -2.1% | -26.9% | -28.6% |
| 6M | -19.7% | +2.2% | -21.8% | -20.4% |
| YTD | +0.5% | +33.9% | -33.4% | -7.4% |
| 1Y | +0.3% | +50.2% | -50.0% | -10.4% |
| 3Y | +325.8% | +65.5% | +260.3% | +258.9% |
| All | +325.8% | +64.2% | +261.7% | +258.9% |
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 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