+608.0%
HWM vs FDX
+73.8%
+534.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +11.1% | +0.8% | +10.3% | +10.8% |
| 30D | +3.0% | +9.9% | -6.9% | -0.3% |
| 3M | -20.7% | -1.9% | -18.8% | -20.3% |
| 6M | -17.2% | +6.1% | -23.3% | -19.2% |
| YTD | +9.1% | +38.8% | -29.7% | -2.9% |
| 1Y | +9.0% | +50.0% | -41.0% | -5.3% |
| 3Y | +353.8% | +71.0% | +282.8% | +262.1% |
| 5Y | +608.0% | +72.5% | +535.6% | +482.4% |
| All | +608.0% | +73.8% | +534.2% | +482.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling