-47.6%
HIMS vs FDX
+59.9%
-107.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.6% |
| 7D | -21.9% | -2.1% | -19.9% | -21.3% |
| 30D | -32.1% | +10.4% | -42.5% | -33.3% |
| 3M | -31.8% | +0.5% | -32.2% | -31.8% |
| 6M | -28.6% | +6.5% | -35.1% | -31.0% |
| YTD | -35.9% | +40.2% | -76.2% | -44.1% |
| 1Y | -47.6% | +52.1% | -99.7% | -55.0% |
| All | -47.6% | +59.9% | -107.6% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling