+184.7%
HIMS vs ODFL
+222.6%
-37.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.6% |
| 30D | -12.2% | -14.3% | +2.1% | -7.0% |
| 3M | -3.7% | -26.7% | +23.0% | +7.2% |
| 6M | +25.9% | -7.5% | +33.4% | +28.1% |
| YTD | -14.1% | +16.5% | -30.6% | -20.4% |
| 1Y | -41.6% | +23.5% | -65.1% | -47.5% |
| 3Y | +327.3% | -12.1% | +339.3% | +334.3% |
| 5Y | +207.9% | +28.9% | +179.0% | +171.5% |
| All | +184.7% | +222.6% | -37.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling