+181.9%
HIMS vs FDX
+74.4%
+107.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -24.1% | +5.2% | -29.3% | -25.4% |
| 30D | -28.8% | +11.3% | -40.1% | -31.2% |
| 3M | -31.4% | -4.1% | -27.3% | -30.7% |
| 6M | -18.3% | +9.6% | -27.9% | -21.6% |
| YTD | -39.2% | +40.9% | -80.1% | -46.7% |
| 1Y | -45.3% | +53.0% | -98.3% | -53.4% |
| 3Y | +181.9% | +74.1% | +107.8% | +128.5% |
| All | +181.9% | +74.4% | +107.4% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling