+331.4%
HIMS vs FDX
+62.0%
+269.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.5% |
| 7D | -0.9% | -3.3% | +2.4% | +0.1% |
| 30D | -10.8% | -1.4% | -9.4% | -10.8% |
| 3M | +3.7% | -4.5% | +8.2% | +4.6% |
| 6M | +79.0% | +9.4% | +69.6% | +71.7% |
| YTD | -13.2% | +36.0% | -49.3% | -23.0% |
| 1Y | -43.3% | +75.5% | -118.8% | -54.2% |
| 3Y | +331.4% | +62.8% | +268.6% | +252.3% |
| All | +331.4% | +62.0% | +269.4% | +252.3% |
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 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