+89.8%
FTNT vs HIMS
+160.3%
-70.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +7.1% | -24.1% | +31.2% | +10.4% |
| 30D | -30.9% | -28.8% | -2.1% | -28.3% |
| 3M | -23.1% | -31.4% | +8.3% | -20.2% |
| 6M | +8.1% | -18.3% | +26.4% | +8.4% |
| YTD | +60.2% | -39.2% | +99.4% | +63.3% |
| 1Y | +57.0% | -45.3% | +102.3% | +62.1% |
| 3Y | +152.9% | +181.9% | -28.9% | +50.9% |
| All | +89.8% | +160.3% | -70.5% | +14.9% |
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