-80.9%
FIG vs HIMS
-57.9%
-23.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -14.5% | -2.7% | -11.7% | -14.1% |
| 30D | -13.3% | -12.2% | -1.1% | -11.8% |
| 3M | +7.4% | -3.7% | +11.1% | +6.2% |
| 6M | -27.8% | +25.9% | -53.7% | -32.9% |
| YTD | -41.1% | -14.1% | -27.0% | -41.3% |
| 1Y | -58.7% | -41.6% | -17.1% | -54.2% |
| All | -80.9% | -57.9% | -23.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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