+1,773.8%
HWM vs FDX
+168.5%
+1,605.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.0% |
| 30D | -11.0% | +3.8% | -14.8% | -12.6% |
| 3M | +4.0% | -1.3% | +5.3% | +4.2% |
| 6M | -0.2% | +5.0% | -5.2% | -3.3% |
| YTD | +26.7% | +39.6% | -13.0% | +7.7% |
| 1Y | +44.7% | +81.1% | -36.4% | +8.9% |
| 3Y | +426.1% | +63.0% | +363.1% | +294.6% |
| 5Y | +738.5% | +65.6% | +672.9% | +498.8% |
| All | +1,773.8% | +168.5% | +1,605.4% | +848.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling