+153.2%
FTNT vs HIMS
+207.3%
-54.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | -2.7% | +4.5% | +2.1% |
| 30D | -4.3% | -12.2% | +7.9% | -3.0% |
| 3M | +13.6% | -3.7% | +17.3% | +12.8% |
| 6M | +87.6% | +25.9% | +61.7% | +77.5% |
| YTD | +98.0% | -14.1% | +112.1% | +94.6% |
| 1Y | +96.9% | -41.6% | +138.5% | +102.3% |
| 3Y | +145.4% | +327.3% | -181.9% | +42.5% |
| All | +153.2% | +207.3% | -54.1% | +29.7% |
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