+342.1%
HWM vs FDX
+74.4%
+267.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +7.3% | +5.2% | +2.1% | +5.8% |
| 30D | +1.6% | +11.3% | -9.7% | -1.5% |
| 3M | -21.9% | -4.1% | -17.8% | -21.0% |
| 6M | -19.0% | +9.6% | -28.7% | -21.4% |
| YTD | +7.9% | +40.9% | -33.0% | -2.0% |
| 1Y | +9.9% | +53.0% | -43.1% | -2.3% |
| 3Y | +342.1% | +74.1% | +268.0% | +264.4% |
| All | +342.1% | +74.4% | +267.7% | +264.4% |
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