-83.6%
FIG vs HIMS
-68.6%
-15.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +0.4% |
| 7D | -14.3% | -21.9% | +7.7% | -10.9% |
| 30D | -13.6% | -32.1% | +18.5% | -8.4% |
| 3M | -23.7% | -31.8% | +8.1% | -19.6% |
| 6M | -5.4% | -28.6% | +23.2% | -2.8% |
| YTD | -49.2% | -35.9% | -13.3% | -47.3% |
| 1Y | -57.4% | -47.6% | -9.7% | -53.8% |
| All | -83.6% | -68.6% | -15.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling