+153.4%
HYG vs FDX
+345.9%
-192.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -0.1% | -1.4% | +1.3% | +0.1% |
| 3M | +1.0% | -4.5% | +5.5% | +1.5% |
| 6M | +2.3% | +9.4% | -7.1% | +0.6% |
| YTD | +2.1% | +36.0% | -33.9% | -2.9% |
| 1Y | +3.8% | +75.5% | -71.7% | -5.2% |
| 3Y | +26.7% | +62.8% | -36.1% | +15.0% |
| 5Y | +19.3% | +64.4% | -45.1% | +6.1% |
| 10Y | +55.3% | +175.5% | -120.2% | +19.9% |
| All | +153.4% | +345.9% | -192.5% | +57.8% |
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