+180.0%
HIMS vs FDX
+150.2%
+29.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | -1.4% | -3.9% | +2.5% | -0.3% |
| 30D | -10.1% | -3.3% | -6.8% | -9.5% |
| 3M | -1.2% | -2.0% | +0.7% | -1.3% |
| 6M | +16.9% | +8.0% | +8.9% | +13.7% |
| YTD | -15.5% | +35.0% | -50.5% | -22.9% |
| 1Y | -42.6% | +73.7% | -116.2% | -51.3% |
| 3Y | +320.2% | +61.6% | +258.6% | +258.3% |
| 5Y | +215.0% | +65.4% | +149.7% | +156.7% |
| All | +180.0% | +150.2% | +29.8% | +122.1% |
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