-42.4%
HIMS vs FANG
+43.7%
-86.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -1.0% |
| 7D | -3.9% | +0.8% | -4.7% | -3.7% |
| 30D | -12.4% | +7.6% | -20.0% | -10.1% |
| 3M | -1.1% | -1.3% | +0.2% | +1.0% |
| 6M | +68.4% | +14.7% | +53.8% | +74.7% |
| YTD | -14.7% | +34.8% | -49.4% | -8.8% |
| 1Y | -42.4% | +42.9% | -85.3% | -37.5% |
| All | -42.4% | +43.7% | -86.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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