+180.7%
HIMS vs ODFL
+218.8%
-38.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.7% | -3.3% | +2.5% | +0.5% |
| 30D | -8.2% | -15.3% | +7.1% | -2.4% |
| 3M | -4.7% | -27.3% | +22.6% | +6.4% |
| 6M | +6.3% | -4.5% | +10.8% | +7.0% |
| YTD | -15.3% | +15.1% | -30.4% | -21.1% |
| 1Y | -46.9% | +21.1% | -67.9% | -51.8% |
| 3Y | +321.3% | -14.1% | +335.4% | +331.8% |
| 5Y | +215.8% | +26.6% | +189.3% | +179.9% |
| All | +180.7% | +218.8% | -38.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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