+210.1%
HIMS vs FANG
+232.6%
-22.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.4% |
| 30D | -8.2% | +2.6% | -10.8% | -8.8% |
| 3M | -4.7% | +7.6% | -12.3% | -7.1% |
| 6M | +6.3% | +17.3% | -11.0% | +0.1% |
| YTD | -15.3% | +38.7% | -54.0% | -24.5% |
| 1Y | -46.9% | +51.6% | -98.5% | -54.2% |
| 3Y | +321.3% | +50.0% | +271.3% | +261.9% |
| All | +210.1% | +232.6% | -22.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling