+112.3%
HIMS vs FDX
+159.9%
-47.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.5% |
| 7D | -21.9% | -2.1% | -19.9% | -21.6% |
| 30D | -32.1% | +10.4% | -42.5% | -34.0% |
| 3M | -31.8% | +0.5% | -32.2% | -32.2% |
| 6M | -28.6% | +6.5% | -35.1% | -30.4% |
| YTD | -35.9% | +40.2% | -76.2% | -42.3% |
| 1Y | -47.6% | +52.1% | -99.7% | -53.9% |
| 3Y | +205.6% | +72.8% | +132.8% | +155.5% |
| 5Y | +170.3% | +76.3% | +94.0% | +117.2% |
| All | +112.3% | +159.9% | -47.6% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling