+741.5%
HWM vs FDX
+65.4%
+676.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -11.0% | +3.8% | -14.8% | -12.1% |
| 3M | +4.0% | -1.3% | +5.3% | +4.2% |
| 6M | -0.2% | +5.0% | -5.2% | -2.4% |
| YTD | +26.7% | +39.6% | -13.0% | +13.0% |
| 1Y | +44.7% | +81.1% | -36.4% | +18.6% |
| 3Y | +426.1% | +63.0% | +363.1% | +330.5% |
| All | +741.5% | +65.4% | +676.0% | +556.6% |
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