+230.2%
HIMS vs FDX
+63.0%
+167.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.7% |
| 7D | -0.9% | -3.3% | +2.4% | +0.3% |
| 30D | -10.8% | -1.4% | -9.4% | -10.7% |
| 3M | +3.7% | -4.5% | +8.2% | +4.7% |
| 6M | +79.0% | +9.4% | +69.6% | +70.3% |
| YTD | -13.2% | +36.0% | -49.3% | -25.3% |
| 1Y | -43.3% | +75.5% | -118.8% | -56.5% |
| 3Y | +331.4% | +62.8% | +268.6% | +228.7% |
| 5Y | +230.2% | +64.4% | +165.8% | +135.3% |
| All | +230.2% | +63.0% | +167.2% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling