+101.3%
HIMS vs FDX
+157.2%
-55.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.9% |
| 7D | -18.0% | +0.8% | -18.8% | -18.3% |
| 30D | -33.6% | +9.9% | -43.5% | -35.4% |
| 3M | -34.2% | -1.9% | -32.3% | -34.1% |
| 6M | -21.2% | +6.1% | -27.3% | -23.1% |
| YTD | -39.2% | +38.8% | -78.0% | -45.1% |
| 1Y | -49.4% | +50.0% | -99.4% | -55.3% |
| 3Y | +189.7% | +71.0% | +118.7% | +143.0% |
| 5Y | +166.6% | +72.5% | +94.1% | +115.2% |
| All | +101.3% | +157.2% | -55.9% | +58.1% |
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