+51.8%
FTNT vs HIMS
-41.7%
+93.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.7% |
| 7D | -25.7% | -9.1% | -16.6% | -25.2% |
| 30D | -29.7% | -10.1% | -19.6% | -29.3% |
| 3M | -23.1% | -17.1% | -6.0% | -22.4% |
| 6M | +45.0% | -2.2% | +47.2% | +45.0% |
| YTD | +62.9% | -17.9% | +80.8% | +70.1% |
| 1Y | +51.8% | -37.7% | +89.5% | +67.2% |
| All | +51.8% | -41.7% | +93.6% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling