+180.0%
HIMS vs FANG
+177.4%
+2.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -10.1% | +2.4% | -12.4% | -10.3% |
| 3M | -1.2% | +5.1% | -6.3% | -2.2% |
| 6M | +16.9% | +16.4% | +0.5% | +13.8% |
| YTD | -15.5% | +39.0% | -54.5% | -19.8% |
| 1Y | -42.6% | +50.6% | -93.2% | -46.2% |
| 3Y | +320.2% | +46.9% | +273.3% | +295.2% |
| 5Y | +215.0% | +238.2% | -23.2% | +177.4% |
| All | +180.0% | +177.4% | +2.6% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling